Predictive Power Score


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Documentation for package ‘ppsr’ version 0.0.5

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ppsr-package ppsr: An R implementation of the Predictive Power Score (PPS)
available_algorithms Lists all algorithms currently supported
available_evaluation_metrics Lists all evaluation metrics currently supported
normalize_score Normalizes the original score compared to a naive baseline score The calculation that's being performed depends on the type of model
ppsr ppsr: An R implementation of the Predictive Power Score (PPS)
score Calculate predictive power score for x on y
score_correlations Calculate correlation coefficients for whole dataframe
score_df Calculate predictive power scores for whole dataframe Iterates through the columns of the dataframe, calculating the predictive power score for every possible combination of 'x' and 'y'.
score_matrix Calculate predictive power score matrix Iterates through the columns of the dataset, calculating the predictive power score for every possible combination of 'x' and 'y'.
score_model Calculates out-of-sample model performance of a statistical model
score_naive Calculate out-of-sample model performance of naive baseline model The calculation that's being performed depends on the type of model For regression models, the mean is used as prediction For classification, a model predicting random values and a model predicting modal values are used and the best model is taken as baseline score
score_predictors Calculate predictive power scores for y Calculates the predictive power scores for the specified 'y' variable using every column in the dataset as 'x', including itself.
visualize_both Visualize the PPS & correlation matrices
visualize_correlations Visualize the correlation matrix
visualize_pps Visualize the Predictive Power scores of the entire dataframe, or given a target