brier: Calculate the Brier Score for predicted probabilities against...

View source: R/brier.R

brierR Documentation

Calculate the Brier Score for predicted probabilities against a binary outcome.

Description

Calculate the Brier Score for predicted probabilities against a binary outcome.

Usage

brier(preds, obs)

Arguments

preds

A vector of predicted probabilities.

obs

A vector containing the observed binary outcomes (0 or 1).

Value

The Brier Score given by

BS = \frac{1}{N} \sum (y - \hat y)^2

Examples

# Generate some predictions
predictions <- runif(1000)
# Generate some binary outcomes
observations <- sample(0:1, size = 1000, replace = TRUE)
# Calculate the Brier Score
brier(predictions, observations)

gweissman/gmish documentation built on Feb. 21, 2025, 1:20 a.m.