mModelPerformance: Performance of a multinomial prediction model
In VMTdeJong/mPerformance: Performance measures for multinomial outcome data
Description
Usage
Arguments
Value
References
Description
Apparent (= within sample) predictive performance of a multinomial prediction model.
Works with the mlogit and mnlogit packages.
Usage
1
mModelPerformance(fit, ...)
Arguments
fit
A model fit object.
...
...
Value
An object of class "mPerformance".A list containing several types of performance measures: discrimination (M-index or multiclass AUC),
overall performance (Brier score and various R squares: Cox, Nagelkerke and McFadden) and calibration ().
References
Nagelkerke NJ. A note on a general definition of the coefficient of determination.
Biometrika. 1991 Sep 1;78(3):691-2.
McFadden D. Conditional logit analysis of qualitative choice behavior.
Brier GW. Verification of forecasts expressed in terms of probability. Monthly weather
review. 1950 Jan;78(1):1-3.
Hand DJ, Till RJ. A simple generalisation of the area under the ROC curve
for multiple class classification problems. Machine learning. 2001 Nov 1;45(2):171-86.
VMTdeJong/mPerformance documentation built on May 14, 2019, 7:42 a.m.
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Description Usage Arguments Value References
Description
Apparent (= within sample) predictive performance of a multinomial prediction model.
Works with the mlogit and mnlogit packages.
Usage
1 | mModelPerformance(fit, ...)
|
Arguments
fit |
A model fit object. |
... |
... |
Value
An object of class "mPerformance".A list containing several types of performance measures: discrimination (M-index or multiclass AUC), overall performance (Brier score and various R squares: Cox, Nagelkerke and McFadden) and calibration ().
References
Nagelkerke NJ. A note on a general definition of the coefficient of determination. Biometrika. 1991 Sep 1;78(3):691-2. McFadden D. Conditional logit analysis of qualitative choice behavior.
Brier GW. Verification of forecasts expressed in terms of probability. Monthly weather review. 1950 Jan;78(1):1-3.
Hand DJ, Till RJ. A simple generalisation of the area under the ROC curve for multiple class classification problems. Machine learning. 2001 Nov 1;45(2):171-86.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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