Classification Metrics |
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Sensitivity |
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Specificity |
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Recall |
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Precision |
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Matthews correlation coefficient |
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J-index |
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F Measure |
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Accuracy |
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Kappa |
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Positive predictive value |
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Negative predictive value |
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Balanced accuracy |
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Detection prevalence |
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Class Probability Metrics |
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Area under the receiver operator curve |
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Area under the ROC curve of each class against the rest, using the a priori class distribution |
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Area under the ROC curve of each class against the rest, using the uniform class distribution |
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Area under the precision recall curve |
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Area under the precision recall curve |
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Gain capture |
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Mean log loss for multinomial data |
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Costs function for poor classification |
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Brier score for classification models |
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Regression Metrics |
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Root mean squared error |
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R squared |
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R squared - traditional |
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Mean signed deviation |
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Mean absolute error |
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Mean percentage error |
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Mean absolute percent error |
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Symmetric mean absolute percentage error |
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Mean absolute scaled error |
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Concordance correlation coefficient |
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Ratio of performance to inter-quartile |
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Ratio of performance to deviation |
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Huber loss |
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Psuedo-Huber Loss |
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Index of ideality of correlation |
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Mean log loss for Poisson data |
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Fairness Metrics |
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Create groupwise metrics |
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Demographic parity |
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Equalized odds |
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Equal opportunity |
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Dynamic Survival Metrics |
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Time-Dependent Brier score for right censored data |
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Integrated Brier score for right censored data |
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Time-Dependent ROC AUC for Censored Data |
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Static Survival Metrics |
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Concordance index for right-censored data |
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Curve Survival Functions |
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Time-Dependent ROC surve for Censored Data |
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Curve Functions |
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Receiver operator curve |
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Precision recall curve |
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Gain curve |
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Lift curve |
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Other Functions |
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General Function to Estimate Performance |
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Combine metric functions |
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Tweak a metric function |
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Confusion Matrix for Categorical Data |
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Summary Statistics for Confusion Matrices |
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Development Functions |
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Developer function for summarizing new metrics |
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Developer function for checking inputs in new metrics |
Developer function for handling missing values in new metrics |
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Developer helpers |
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Construct a new metric function |
Data Sets |
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Multiclass Probability Predictions |
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Survival Analysis Results |
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Liver Pathology Data |
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Solubility Predictions from MARS Model |
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Two Class Predictions |
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