performance (version 0.8.0)

performance_score: Proper Scoring Rules

Description

Calculates the logarithmic, quadratic/Brier and spherical score from a model with binary or count outcome.

Usage

performance_score(model, verbose = TRUE)

Arguments

model

Model with binary or count outcome.

verbose

Toggle off warnings.

Value

A list with three elements, the logarithmic, quadratic/Brier and spherical score.

Details

Proper scoring rules can be used to evaluate the quality of model predictions and model fit. performance_score() calculates the logarithmic, quadratic/Brier and spherical scoring rules. The spherical rule takes values in the interval [0, 1], with values closer to 1 indicating a more accurate model, and the logarithmic rule in the interval [-Inf, 0], with values closer to 0 indicating a more accurate model.

For stan_lmer() and stan_glmer() models, the predicted values are based on posterior_predict(), instead of predict(). Thus, results may differ more than expected from their non-Bayesian counterparts in lme4.

References

Carvalho, A. (2016). An overview of applications of proper scoring rules. Decision Analysis 13, 223<U+2013>242. 10.1287/deca.2016.0337

See Also

performance_logloss()

Examples

# NOT RUN {
## Dobson (1990) Page 93: Randomized Controlled Trial :
counts <- c(18, 17, 15, 20, 10, 20, 25, 13, 12)
outcome <- gl(3, 1, 9)
treatment <- gl(3, 3)
model <- glm(counts ~ outcome + treatment, family = poisson())

performance_score(model)
# }
# NOT RUN {
if (require("glmmTMB")) {
  data(Salamanders)
  model <- glmmTMB(
    count ~ spp + mined + (1 | site),
    zi =  ~ spp + mined,
    family = nbinom2(),
    data = Salamanders
  )

  performance_score(model)
}
# }