MetricsWeighted: deviance_normal – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

deviance_normal

Normal Deviance

Description

Weighted average of (unscaled) unit normal deviance. This equals the weighted mean-squared error, see e.g. the reference below. The smaller the deviance, the better.

Usage

deviance_normal(actual, predicted, w = NULL, ...)

Arguments

`actual`	Observed values.
`predicted`	Predicted values.
`w`	Optional case weights.
`...`	Further arguments passed to `mse`.

Value

A numeric vector of length one.

References

Jorgensen, B. (1997). The Theory of Dispersion Models. Chapman & Hall/CRC. ISBN 978-0412997112.

Examples

deviance_normal(1:10, c(1:9, 12))
deviance_normal(1:10, c(1:9, 12), w = rep(1, 10))
deviance_tweedie(1:10, c(1:9, 12), tweedie_p = 0)
deviance_normal(1:10, c(1:9, 12), w = 1:10)

MetricsWeighted

Weighted Metrics, Scoring Functions and Performance Measures for Machine Learning

v0.5.2

GPL (>= 2)

Authors

Michael Mayer [aut, cre, cph], Christian Lorentzen [ctb, rev]

Initial release

2021-04-16