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auditor (version 0.3.1)

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

926

Version

0.3.1

License

GPL

Maintainer

Alicja Gosiewska

Last Published

September 19th, 2018

Functions in auditor (0.3.1)

observationInfluence

Create Observation Influence Explainer

plotAutocorrelation

Autocorrelation Plot

modelPerformance

Create Model Performance Explainer

plotCooksDistance

Influence of observations plot

Half-Normal plot

Plot Residuals vs Observed, Fitted or Variable Values

Create Model Residuals explainer

plotResidualBoxplot

Plot Boxplots of Residuals

Receiver Operating Characteristic (ROC)

plotTwoSidedECDF

Two-sided Cumulative Distribution Function

Model Scores computations

Area Under ROC Curve (AUC)

scoreHalfNormal

Half-Normal Score

Area Over the Curve for RROC Curves

Regression Receiver Operating Characteristic (RROC)

Mean Absolute Error

Area Over the Curve for REC Curves

Root Mean Square Error

plotResidualDensity

Residual Density Plot

plotScaleLocation

Scale location plot

Create modelAudit object

Principal Component Analysis of models

plotModelRanking

Model Ranking Plot

scoreCooksDistance

Score based on Cooks Distance

modelEvaluation

Create Model Evaluation explainer

Durbin-Watson Score

Create Model Fit explainer

plotModelCorrelation

Model Correlation Plot

Mean Square Error

Autocorrelation Function Plot

Predicted response vs Observed or Variable Values

Regression Error Characteristic Curves (REC)

plot.modelAudit

Model diagnostic plots