aggregation.brier {peperr} | R Documentation |
Evaluate the Brier score, i.e. prediction error, for a fitted model on new data. To be used as argument aggregation.fun
in peperr
call.
aggregation.brier(full.data=NULL, response, x, model, cplx=NULL, type=c("apparent", "noinf"), fullsample.attr = NULL, ...)
full.data |
passed from peperr , but not used for calculation of the Brier score. |
response |
vector of binary response. |
x |
n*p matrix of covariates. |
model |
model fitted as returned by a fit.fun , as used in a call to peperr . |
cplx |
passed from peperr , but not necessary for calculation of the Brier score. |
type |
character. |
fullsample.attr |
passed from peperr , but not necessary for calculation of the Brier score. |
... |
additional arguments, passed to predict function. |
The empirical Brier score is the mean of the squared difference of the risk prediction and the true value of all observations and takes values between 0 and 1, where small values indicate good prediction performance of the risk prediction model.
Scalar, indicating the empirical Brier score.