Regression measure defined as Kendall's rank correlation coefficient between truth and response. Calls stats::cor() with method set to "kendall".

ktau(truth, response, ...)

Arguments

truth

:: numeric()
True (observed) values. Must have the same length as response.

response

:: numeric()
Predicted response values. Must have the same length as truth.

...

:: any
Additional arguments. Currently ignored.

Value

Performance value as numeric(1).

Meta Information

  • Type: "regr"

  • Range: \([-1, 1]\)

  • Minimize: FALSE

  • Required prediction: response

References

Rosset S, Perlich C, Zadrozny B (2006). “Ranking-based evaluation of regression models.” Knowledge and Information Systems, 12(3), 331--353. doi: 10.1007/s10115-006-0037-3 .

See also

Other Regression Measures: bias(), mae(), mape(), maxae(), maxse(), medae(), medse(), mse(), msle(), pbias(), rae(), rmse(), rmsle(), rrse(), rse(), rsq(), sae(), smape(), srho(), sse()

Examples

set.seed(1) truth = 1:10 response = truth + rnorm(10) ktau(truth, response)
#> [1] 0.8222222