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auditor (version 0.2.1)

Model Audit - Verification, Validation, and Error Analysis

Description

Provides an easy to use unified interface for creating validation plots for any model. The 'auditor' helps to avoid repetitive work consisting of writing code needed to create residual plots. This visualizations allow to asses and compare the goodness of fit, performance, and similarity of models.

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Version

Install

install.packages('auditor')

Monthly Downloads

947

Version

0.2.1

License

GPL

Maintainer

Alicja Gosiewska

Last Published

May 13th, 2018

Functions in auditor (0.2.1)

scoreGQ

Goldfeld-Quandt Score
scoreREC

Area Over the Curve for REC Curves
scoreRMSE

Root Mean Square Error
scoreHalfNormal

Half-Normal Score
scoreCooksDistance

Score based on Cooks Distance
plotROC

Receiver Operating Characteristic (ROC)
scoreMAE

Mean Absolute Error
scoreDW

Durbin-Watson Score
scoreMSE

Mean Square Error
plotREC

Regression Error Characteristic Curves (REC)
scoreRuns

Runs Score
scoreROC

Area Under ROC Curve (AUC)
scoreRROC

Area Over the Curve for RROC Curves
audit

Create modelAudit object
plotCooksDistance

Influence of observations plot
plot.modelAudit

Model diagnostic plots
plotAutocorrelation

Autocorrelation Plot
plotCumulativeGain

Cumulative Gain Chart
plotACF

Autocorrelation Function Plot
plotModelCorrelation

Model Correlation Plot
plotHalfNormal

Half-Normal plot
plotLIFT

LIFT Chart
plotModelRanking

Model Ranking Plot
plotPrediction

Predicted response vs Observed or Variable Values
plotModelPCA

Principal Component Analysis of models
score

Model Scores computations
plotTwoSidedECDF

Two-sided Cumulative Distribution Function
plotRROC

Regression Receiver Operating Characteristic (RROC)
plotResidual

Plot Residuals vs Observed, Fitted or Variable Values
plotResidualDensity

Residual Density Plot
plotScaleLocation

Scale location plot