erroR | R Documentation |
Calculates common error metrics of fitted binary and multi-categorical response models. Available measures include: the brier score, logloss and misclassification error.
erroR(model, type = c("brier", "logloss", "misclass"), thresh = 5e-1)
model |
a model object or data.frame of observed and predicted values.
The following class of objects can be directly passed to the |
type |
specifies the type of error metrics |
thresh |
resets the default misclassification threshold |
value |
a numeric vector of the realized error value. |
type |
a character vector of error type. |
threshold |
a numeric vector of the misclassification threshold. |
Rsquared
require(serp) set.seed(1) n <- 100 y <- factor(rbinom(n, 1, 0.3)) x <- rnorm(n) #p <- runif(n) m1 <- glm(y ~ x, family = binomial()) erroR(m1, type = "brier") erroR(m1, type = "logloss") erroR(m1, type = "misclass") erroR(m1, type = "misclass", thresh=0.3) # using data.frame df <- data.frame(y, fitted(m1)) erroR(df, type = "brier") m2 <- serp(rating ~ temp + contact, slope = "parallel", link = "logit", data = wine) erroR(m2, type = "brier") erroR(m2, type = "logloss") erroR(m2, type = "misclass")
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