MetricsWeighted: weighted_cor – R documentation

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weighted_cor

Weighted Pearson Correlation

Calculates weighted Pearson correlation coefficient between observed and predicted values by the help of stats::cov.wt.

weighted_cor(actual, predicted, w = NULL, na.rm = FALSE, ...)

`actual`	Observed values.
`predicted`	Predicted values.
`w`	Optional case weights.
`na.rm`	Should missing values in `observed` or `predicted` be removed? Default is `FALSE`.
`...`	Further arguments passed to `stats::cov.wt`.

A length-one numeric vector.

weighted_cor(1:10, c(1, 1:9))
cor(1:10, c(1, 1:9))
weighted_cor(1:10, c(1, 1:9), w = rep(1, 10))
weighted_cor(1:10, c(1, 1:9), w = 1:10)

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