metric_confusion_matrix: metric_confusion_matrix

In gloverd2/admr: Contains standard functions for Admiral Advance Analytics

Description

Returns a confusion matrix showing true(/false) positives(/negatives) Note: Predictions should be annualized (independent of exposure)

Usage

metric_confusion_matrix(
  actual,
  predicted,
  weight = NULL,
  na.rm = FALSE,
  threshold = 0.5
)

Arguments

actual	Array[Numeric] - Values we are aiming to predict.
predicted	Array[Numeric] - Values that we have predicted.
weight	Optional: Array[Numeric] - Weighting of predictions. If NULL even weighting is used
na.rm	Optional: boolean - If FALSE function will return NA is any value in NA
threshold	Optional: Numeric between 0 and 1. If prediction proablity is below threshold the predicted value is 0.

Value

confusion matrix for the classification. Col names are c("actual.1", "actual.0") and Row names are c("predicted.1", "predicted.0")

Examples

metric_confusion_matrix(actual=c(0,1,0,0), predicted=c(0.1,0.9,0.4,0.6))

gloverd2/admr documentation built on Dec. 2, 2020, 11:16 p.m.