mlr3measures (version 0.3.0)

ktau: Kendall's tau

Description

Regression measure defined as Kendall's rank correlation coefficient between truth and response. Calls stats::cor() with method set to "kendall".

Usage

ktau(truth, response, ...)

Arguments

truth

:: numeric() True (observed) values. Must have the same length as response.

response

:: numeric() Predicted response values. Must have the same length as truth.

...

:: any Additional arguments. Currently ignored.

Value

Performance value as numeric(1).

Meta Information

• Type: "regr"

• Range: \([-1, 1]\)

• Minimize: FALSE

• Required prediction: response

References

Rosset S, Perlich C, Zadrozny B (2006). “Ranking-based evaluation of regression models.” Knowledge and Information Systems, 12(3), 331--353. 10.1007/s10115-006-0037-3.

See Also

Other Regression Measures: bias(), mae(), mape(), maxae(), maxse(), medae(), medse(), mse(), msle(), pbias(), rae(), rmse(), rmsle(), rrse(), rse(), rsq(), sae(), smape(), srho(), sse()

Examples

# NOT RUN {
set.seed(1)
truth = 1:10
response = truth + rnorm(10)
ktau(truth, response)
# }