Calculate error metrics for pair of vector, e.g. true and estimated values from a model
modError(true, estimated, estimated.prob = NULL, verbose = FALSE,
type = NULL, rho = TRUE, tau = FALSE, na.rm = TRUE)
Vector: True values
Vector: Estimated values
Logical: If TRUE, print output to screen
String: "Regression", "Classification", or "Survival". If not provided, will be set to Regression if y is numeric.
Logical: If TRUE, calculate Spearman's rho. Default = TRUE
Logical: If TRUE, calculate Kendall's tau. Default = FALSE This can be slow for long vectors
Logical: Passed to mean
and range
functions. Default = TRUE
Object of class modError
In regression, NRMSE = RMSE / range(observed)