Weighted Metrics and Performance Measures for Machine Learning
Classification Metrics
Elementary Scoring Function for Expectiles and Quantiles
Multiple Metrics
Murphy diagram
Performance
Regression Metrics
Generalized R-Squared
Weighted Pearson Correlation
Weighted Mean
Weighted Median
Weighted Quantiles
Weighted Variance
Provides weighted versions of several metrics and performance measures used in machine learning, including average unit deviances of the Bernoulli, Tweedie, Poisson, and Gamma distributions, see Jorgensen B. (1997, ISBN: 978-0412997112). The package also contains a weighted version of generalized R-squared, see e.g. Cohen, J. et al. (2002, ISBN: 978-0805822236). Furthermore, 'dplyr' chains are supported.
Useful links