measures: Brier – R documentation

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Brier

Brier score

Description

The Brier score is defined as the quadratic difference between the probability and the value (1,0) for the class. That means we use the numeric representation 1 and 0 for our target classes. It is similiar to the mean squared error in regression. multiclass.brier is the sum over all one vs. all comparisons and for a binary classifcation 2 * brier.

Usage

Brier(probabilities, truth, negative, positive)

Arguments

`probabilities`	[numeric] vector of predicted probabilities
`truth`	vector of true values
`negative`	negative class
`positive`	positive class

Examples

n = 20
set.seed(125)
truth = as.factor(sample(c(1,0), n, replace = TRUE))
probabilities = runif(n)
response = as.factor(as.numeric(probabilities > 0.5))
positive = 1
negative = 0
Brier(probabilities, truth, negative, positive)

measures

Performance Measures for Statistical Learning

v0.3

GPL-3

Authors

Philipp Probst [aut, cre]

Initial release