Calculate the Brier score for probabilistic predictions
brier_score(observed, predicted)
Arguments
- observed
Binary vector of observed outcomes (0/1)
- predicted
Vector of predicted probabilities
Value
Numeric Brier score (lower is better)
Examples
observed <- c(0, 1, 1, 0, 1)
predicted <- c(0.1, 0.8, 0.7, 0.2, 0.9)
brier_score(observed, predicted)
#> [1] 0.038