### Checking computations with Masons example
rm(list = ls())
library(ggplot2)
devtools::load_all()
dt <- data.table(year=c(2001:2008),tercile_cat=c(rep(-1,4),0,0,1,1),below=c(0.45,0.50,0.35,0.33,0.25,0.2,0.2,0.25),
normal=c(0.35,0.30,0.40,0.33,0.35,0.35,0.35,0.4),
above=c(0.20,0.20,0.25,0.33,0.40,0.45,0.45,0.35))
dt <- data.table(year=c(2001:2010),tercile_cat=c(rep(-1,4),0,0,1,1,1,0),
below=c(0.45,0.50,0.35,0.33,0.25,0.2,0.2,0.25,0.2,0.33),
normal=c(0.35,0.30,0.40,0.33,0.35,0.35,0.35,0.4,0.4,0.33),
above=c(0.20,0.20,0.25,0.33,0.40,0.45,0.45,0.35,0.4,0.33))
## ROC
# Mason has a ROC score of 0.79 (when event=above-normal)
ro <- ROCS(dt)
# not correct
## Generalized discrimination
# Mason has a gen disc score of 0.875
di <- DISS(dt)
# correct
## Hit scores
# Mason has scores of 0.42 (for highest probability category), 0.54 (for the second highest) and 0.04 (for the lowest)
hs <- HS(dt)
# correct
## Brier Score
# not relevant? since Mason calculates this one for each category separately
## RPS
# Mason has 0.1791
rp <- RPS(dt)
# not correct? There seems to be a mistake in Masons calculations
## Effective interest rate
ei <- EIR(dt)
# correct
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