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SSR

Spherical Scoring Rule


Description

Defined as: mean(p_i(sum_j(p_ij))), where p_i is the predicted probability of the true class of observation i and p_ij is the predicted probablity of observation i for class j. See: Bickel, J. E. (2007). Some comparisons among quadratic, spherical, and logarithmic scoring rules. Decision Analysis, 4(2), 49-65.

Usage

SSR(probabilities, truth)

Arguments

probabilities

[numeric] vector (or matrix with column names of the classes) of predicted probabilities

truth

vector of true values

Examples

n = 20
set.seed(122)
truth = as.factor(sample(c(1,2,3), n, replace = TRUE))
probabilities = matrix(runif(60), 20, 3)
probabilities = probabilities/rowSums(probabilities)
colnames(probabilities) = c(1,2,3)
SSR(probabilities, truth)

measures

Performance Measures for Statistical Learning

v0.3
GPL-3
Authors
Philipp Probst [aut, cre]
Initial release

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