mcc.md

mcc

R Documentation

Matthews Correlation Coefficient

Description

A generic S3 function to compute the matthews correlation coefficient score for a classification model. This function dispatches to S3 methods in mcc() and performs no input validation. If you supply NA values or vectors of unequal length (e.g. length(x) != length(y)), the underlying C++ code may trigger undefined behavior and crash your R session.

Defensive measures

Because mcc() operates on raw pointers, pointer-level faults (e.g. from NA or mismatched length) occur before any R-level error handling. Wrapping calls in try() or tryCatch() will not prevent R-session crashes.

To guard against this, wrap mcc() in a "safe" validator that checks for NA values and matching length, for example:

safe_mcc <- function(x, y, ...) {
  stopifnot(
    !anyNA(x), !anyNA(y),
    length(x) == length(y)
  )
  mcc(x, y, ...)
}

Apply the same pattern to any custom metric functions to ensure input sanity before calling the underlying C++ code.

Efficient multi-metric evaluation

For multiple performance evaluations of a classification model, first compute the confusion matrix once via cmatrix(). All other performance metrics can then be derived from this one object via S3 dispatching:

## compute confusion matrix
confusion_matrix <- cmatrix(actual, predicted)

## evaluate matthews correlation coefficient
## via S3 dispatching
mcc(confusion_matrix)

## additional performance metrics
## below

The mcc.factor() method calls cmatrix() internally, so explicitly invoking mcc.cmatrix() yourself avoids duplicate computation, yielding significant speed and memory effciency gains when you need multiple evaluation metrics.

Usage

Arguments

...

Arguments passed on to mcc.factor,weighted.mcc.factor, mcc.cmatrix

actual,predicted

A pair of <integer> or <factor> vectors of length n, and k levels.

w

A <double> vector of sample weights.

x

A confusion matrix created cmatrix().

Value

A <double>-value

Other names

The Matthews Correlation Coefficient has other names depending on research field:

  • \phi-coefficient, phi()

References

James, Gareth, et al. An introduction to statistical learning. Vol. 112. No. 1. New York: springer, 2013.

Hastie, Trevor. "The elements of statistical learning: data mining, inference, and prediction." (2009).

Pedregosa, Fabian, et al. "Scikit-learn: Machine learning in Python." the Journal of machine Learning research 12 (2011): 2825-2830.

Examples

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