MetricsWeighted: deviance_tweedie – R documentation

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deviance_tweedie

Tweedie Deviance

Description

Weighted average of (unscaled) unit Tweedie deviance with parameter p. This includes the normal deviance (p = 0), the Poisson deviance (p = 1), as well as the Gamma deviance (p = 2), see reference below and https://en.wikipedia.org/wiki/Tweedie_distribution for the specific deviance formula. For 0 < p < 1, the distribution is not defined. The smaller the deviance, the better.

Usage

deviance_tweedie(actual, predicted, w = NULL, tweedie_p = 0, ...)

Arguments

`actual`	Observed values.
`predicted`	Predicted values.
`w`	Optional case weights.
`tweedie_p`	Tweedie power.
`...`	Further arguments passed to `weighted_mean`.

Value

A numeric vector of length one.

References

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

Examples

deviance_tweedie(1:10, c(1:9, 12), tweedie_p = 0)
deviance_tweedie(1:10, c(1:9, 12), tweedie_p = 1)
deviance_tweedie(1:10, c(1:9, 12), tweedie_p = 2)
deviance_tweedie(1:10, c(1:9, 12), tweedie_p = 1.5)
deviance_tweedie(1:10, c(1:9, 12), tweedie_p = 1.5, w = rep(1, 10))
deviance_tweedie(1:10, c(1:9, 12), tweedie_p = 1.5, 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