brier_score {randomMachines}

Brier Score function

Description

Calculate the Brier Score for a set of predicted probabilities and observed outcomes. The Brier Score is a measure of the accuracy of probabilistic predictions. It is commonly used in the evaluation of predictive models.

Usage

brier_score(prob, observed, levels)

Arguments

prob

predicted probabilities

observed

y observed values (it assumed that the positive class is coded is equal to one and the negative 0)

levels

A string vector with the original levels from the target variable

Value

Returns the Brier Score, a numeric value indicating the accuracy of the predictions.