Brier: Bierer score / MSPE for non-cencored outcomes

In Atools: Atools

Description

with no survival outcome, just the mean squared predicted error (MSPE).

Usage

Brier(y, y.hat, scaled = FALSE)

Arguments

y.hat	numeric. risk between 0 and 1
y	status yes=1, no=0 or dead=1, alive=0
scaled	If TRUE scaled version is used.

Details

The scaling depends on the predictions y.hat and not only on the actual outcome y as in NagR2. This limits the use of the scaled version to assess different models on external data.

Value

Brier score numeric.

Author(s)

Andi Boeck

Atools documentation built on May 2, 2019, 6:30 p.m.