measures: BrierScaled – R documentation

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BrierScaled

Brier scaled

Description

Brier score scaled to [0,1], see http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3575184/.

Usage

BrierScaled(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
BrierScaled(probabilities, truth, negative, positive)

measures

Performance Measures for Statistical Learning

v0.3

GPL-3

Authors

Philipp Probst [aut, cre]

Initial release