BrierScoreCI: Confidence Intervals for the BrierScore In AndriSignorell/DescTools: Tools for Descriptive Statistics

 BrierScoreCI R Documentation

Confidence Intervals for the BrierScore

Description

Calculate bootstrap intervals for the Brier score, based on a `glm`.

Usage

``````BrierScoreCI(
object,
conf.level = 0.95,
sides = c("two.sided", "left", "right"),
...
)
``````

Arguments

 `object` the model object as returned by glm. `conf.level` confidence level of the interval. `sides` a character string specifying the side of the confidence interval, must be one of `"two.sided"` (default), `"left"` or `"right"`. `"left"` would be analogue to a hypothesis of `"greater"` in a `t.test`. You can specify just the initial letter. `...` further arguments are passed to the `boot` function. Supported arguments are `type` (`"norm"`, `"basic"`, `"stud"`, `"perc"`, `"bca"`), `parallel` and the number of bootstrap replicates `R`. If not defined those will be set to their defaults, being `"basic"` for `type`, option `"boot.parallel"` (and if that is not set, `"no"`) for `parallel` and `999` for `R`.

Value

a numeric vector with 3 elements:

 `mean` mean `lwr.ci` lower bound of the confidence interval `upr.ci` upper bound of the confidence interval

Author(s)

Andri Signorell andri@signorell.net

`BrierScore`

Examples

``````
utils::data(Pima.te, package = "MASS")
r.logit <- glm(type ~ ., data=Pima.te, family="binomial")

# calculate Brier score with confidence intervals
BrierScore(r.logit)
BrierScoreCI(r.logit, R=99)   # use higher R in real life!
``````

AndriSignorell/DescTools documentation built on Aug. 29, 2024, 7:14 p.m.