performance_score: Proper Scoring Rules

View source: R/performance_score.R

performance_scoreR Documentation

Proper Scoring Rules

Description

Calculates the logarithmic, quadratic/Brier and spherical score from a model with binary or count outcome.

Usage

performance_score(model, verbose = TRUE, ...)

Arguments

model

Model with binary or count outcome.

verbose

Toggle off warnings.

...

Arguments from other functions, usually only used internally.

Details

Proper scoring rules can be used to evaluate the quality of model predictions and model fit. performance_score() calculates the logarithmic, quadratic/Brier and spherical scoring rules. The spherical rule takes values in the interval [0, 1], with values closer to 1 indicating a more accurate model, and the logarithmic rule in the interval [-Inf, 0], with values closer to 0 indicating a more accurate model.

For stan_lmer() and stan_glmer() models, the predicted values are based on posterior_predict(), instead of predict(). Thus, results may differ more than expected from their non-Bayesian counterparts in lme4.

Value

A list with three elements, the logarithmic, quadratic/Brier and spherical score.

Note

Code is partially based on GLMMadaptive::scoring_rules().

References

Carvalho, A. (2016). An overview of applications of proper scoring rules. Decision Analysis 13, 223–242. doi: 10.1287/deca.2016.0337

See Also

performance_logloss()

Examples

## Dobson (1990) Page 93: Randomized Controlled Trial :
counts <- c(18, 17, 15, 20, 10, 20, 25, 13, 12)
outcome <- gl(3, 1, 9)
treatment <- gl(3, 3)
model <- glm(counts ~ outcome + treatment, family = poisson())

performance_score(model)
## Not run: 
if (require("glmmTMB")) {
  data(Salamanders)
  model <- glmmTMB(
    count ~ spp + mined + (1 | site),
    zi = ~ spp + mined,
    family = nbinom2(),
    data = Salamanders
  )

  performance_score(model)
}

## End(Not run)

performance documentation built on Nov. 25, 2022, 9:08 a.m.