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rtemis (version 0.79)

modError: Error Metrics for Supervised Learning

Description

Calculate error metrics for pair of vector, e.g. true and estimated values from a model

Usage

modError(true, estimated, estimated.prob = NULL, verbose = FALSE,
  type = NULL, rho = TRUE, tau = FALSE, na.rm = TRUE)

Arguments

true

Vector: True values

estimated

Vector: Estimated values

verbose

Logical: If TRUE, print output to screen

type

String: "Regression", "Classification", or "Survival". If not provided, will be set to Regression if y is numeric.

rho

Logical: If TRUE, calculate Spearman's rho. Default = TRUE

tau

Logical: If TRUE, calculate Kendall's tau. Default = FALSE This can be slow for long vectors

na.rm

Logical: Passed to mean and range functions. Default = TRUE

Value

Object of class modError

Details

In regression, NRMSE = RMSE / range(observed)