Wrapper to r_squared with deviance_function = deviance_gamma.
Usage
r_squared_gamma(actual, predicted, w = NULL, reference_mean = NULL, ...)
Value
A numeric vector of length one.
Arguments
actual
Observed values.
predicted
Predicted values.
w
Optional case weights.
reference_mean
An optional reference mean used to derive the null deviance. Recommended in out-of-sample applications.
...
Further arguments passed to r_squared.
Details
The deviance gain is calculated regarding the null model derived from the actual values. While fine for in-sample considerations, this is only an approximation for out-of-sample considerations. There, it is recommended to calculate null deviance regarding the in-sample (weighted) mean. This value can be passed by the argument reference_mean.