R/d1.stat.R

In overhuman/d1r: d1r package

d1.stat.quantile <- function(d,l=0.2){
	cut(d,breaks=quantile(d, probs=seq(0,1, by=l), na.rm=TRUE), 
		include.lowest=TRUE,labels=1:(1/l))
}

d1.stat.MSE <- function(predicted,actual)
{
	return(mean((predicted-actual)^2,na.rm=T))
}

d1.stat.huber  <- function(predict,actual)
{

	return(sum(abs(predicted-actual),na.rm=T))
}


d1.stat.cor <- function(predicted,actual,weight)
{
	ans = wtd.cor(predicted,actual,weight)
	return(list(cor=ans[1],pVal=ans[2]))
}

d1.stat.hit <- function(predicted,actual) {
	isComplete = complete.cases(predicted) && complete.cases(actual)
	predicted = predicted[isComplete]
	actual = actual[isComplete]
	return(sum(predicted*actual>0)/length(predicted))

}