brier: Estimation of the Brier Score (EXPERIMENTAL)

View source: R/brier.R

brierR Documentation

Estimation of the Brier Score (EXPERIMENTAL)

Description

Estimation of the brier score, possibly after cross validation, to assess the discriminant ability and calibration of a biomarker regarding a disease status.

Usage

brier(
  labels,
  predictions,
  iid = NULL,
  fold = NULL,
  observation = NULL,
  null = NA,
  conf.level = 0.95,
  transformation = TRUE
)

Arguments

labels

[integer/character vector] the disease status (should only take two different values).

predictions

[numeric vector] A vector with the same length as labels containing the biomarker values.

iid

[array, optional] influence function of the prediction. For cross validation (CV) should be a 3 dimensional array (one slice per CV fold). Otherwise a matrix with as many column as observations and rows as predictions.

fold

[character/integer vector] If using cross validation, the index of the fold. Should have the same length as labels.

observation

[integer vector] If using cross validation, the index of the corresponding observation in the original dataset. Necessary to compute the standard error when using cross validation.

null

[numeric, 0-1] the value against which the AUC should be compared when computing the p-value.

conf.level

[numeric, 0-1] the confidence level of the confidence intervals.

transformation

[logical] should a log-log transformation be used when computing the confidence intervals and the p-value.

Value

An S3 object of class BuyseTestBrier that inherits from data.frame.


bozenne/BuyseTest documentation built on Feb. 16, 2024, 5:35 a.m.