brier | R Documentation |
Compute Brier scores for a given dataset.
brier(data, status, k = 5, method = "CV", ...)
data |
An (n, m) matrix or data.frame with no outcome attribute. |
status |
A vector of length n, containing the outcome. |
k |
number of cross-validation iterations (default = 5). |
method |
One of the |
... |
Currently ignored. |
A vector of Brier scores of length n (one value per subject).
Fernando Palluzzi fernando.palluzzi@gmail.com
Slawski M, Daumer M, Boulesteix AL. CMA - a comprehensive Bioconductor package for supervised classification with high dimensional data. BMC Bioinformatics 9, 439 (2008). <https://doi.org/10.1186/1471-2105-9-439>
Brier GW. Verification of forecasts expressed in terms of probability. Monthly Weather Review. 1950;78(1):1-3. <https://doi.org/10.1175/1520-0493(1950)078<0001:VOFEIT>2.0.CO;2>
loss
# Extract a subset of 300 subjects and an outcome vector of length 30 # from the default simulated dataset x <- mosaic::sample(mpm.us, 300, replace = FALSE, prob = NULL) y <- x$y x <- x[, 2:15] print(dim(x)) print(length(y)) # Compute brier scores E <- brier(x, y) print(quantile(E))
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