MetricsWeighted

Overview

The goal of this package is to provide weighted and unweighted versions of metrics, scoring functions and performance measures for machine learning.

Installation

# From CRAN
install.packages("MetricsWeighted")

# Development version
devtools::install_github("mayer79/MetricsWeighted")

Usage

There are two ways to apply the package. We will go through them in the following examples. Please have a look at the vignette on CRAN for further information and examples.

Example 1: Standard interface

library(MetricsWeighted)

y <- 1:10
pred <- c(2:10, 14)

rmse(y, pred)            # 1.58
rmse(y, pred, w = 1:10)  # 1.93

r_squared(y, pred)       # 0.70
r_squared(y, pred, deviance_function = deviance_gamma)  # 0.78

Example 2: data.frame interface

Can e.g. be used in a {dplyr} chain.

dat <- data.frame(y = y, pred = pred)

performance(dat, actual = "y", predicted = "pred")

> metric    value
>   rmse 1.581139


performance(dat, actual = "y", predicted = "pred", 
            metrics = list(rmse = rmse, `R-squared` = r_squared))

>    metric     value
>      rmse 1.5811388
> R-squared 0.6969697

Check the vignette for more applications.