deviance.gamma.md

deviance.gamma	R Documentation

Gamma Deviance

Description

A generic S3 function to compute the gamma deviance score for a regression model. This function dispatches to S3 methods indeviance.gamma() 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 deviance.gamma() 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 deviance.gamma() in a "safe" validator that checks for NA values and matching length, for example:

safe_deviance.gamma <- function(x, y, ...) {
  stopifnot(
    !anyNA(x), !anyNA(y),
    length(x) == length(y)
  )
  deviance.gamma(x, y, ...)
}

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

Usage

## Generic S3 method
## for Gamma Deviance
deviance.gamma(...)

## Generic S3 method
## for weighted Gamma Deviance
weighted.deviance.gamma(...)

Arguments

...	Arguments passed on to deviance.gamma.numeric,weighted.deviance.gamma.numeric actual,predicted A pair of <double> vectors of length n. w A <double> vector of sample weights.

Value

A <double> value

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).

Virtanen, Pauli, et al. "SciPy 1.0: fundamental algorithms for scientific computing in Python." Nature methods 17.3 (2020): 261-272.

Examples

## Generate actual
## and predicted values
actual_values    <- c(1.3, 0.4, 1.2, 1.4, 1.9, 1.0, 1.2)
predicted_values <- c(0.7, 0.5, 1.1, 1.2, 1.8, 1.1, 0.2)

## Evaluate performance
SLmetrics::deviance.gamma(
   actual    = actual_values, 
   predicted = predicted_values
)

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