Concordance correlation coefficient

Calculate the concordance correlation coefficient.

Usage

ccc(data, ...)

# S3 method for data.frame
ccc(
  data,
  truth,
  estimate,
  bias = FALSE,
  na_rm = TRUE,
  case_weights = NULL,
  ...
)

ccc_vec(truth, estimate, bias = FALSE, na_rm = TRUE, case_weights = NULL, ...)

Arguments

data

A data.frame containing the columns specified by the truth and estimate arguments.

...

Not currently used.

truth

The column identifier for the true results (that is numeric). This should be an unquoted column name although this argument is passed by expression and supports quasiquotation (you can unquote column names). For _vec() functions, a numeric vector.

estimate

The column identifier for the predicted results (that is also numeric). As with truth this can be specified different ways but the primary method is to use an unquoted variable name. For _vec() functions, a numeric vector.

bias

A logical; should the biased estimate of variance be used (as is Lin (1989))?

na_rm

A logical value indicating whether NA values should be stripped before the computation proceeds.

case_weights

The optional column identifier for case weights. This should be an unquoted column name that evaluates to a numeric column in data. For _vec() functions, a numeric vector, hardhat::importance_weights(), or hardhat::frequency_weights().

Value

A tibble with columns .metric, .estimator, and .estimate and 1 row of values.

For grouped data frames, the number of rows returned will be the same as the number of groups.

For ccc_vec(), a single numeric value (or NA).

Details

ccc() is a metric of both consistency/correlation and accuracy, while metrics such as rmse() are strictly for accuracy and metrics such as rsq() are strictly for consistency/correlation

References

Lin, L. (1989). A concordance correlation coefficient to evaluate reproducibility. Biometrics, 45 (1), 255-268.

Nickerson, C. (1997). A note on "A concordance correlation coefficient to evaluate reproducibility". Biometrics, 53(4), 1503-1507.

See also

Other numeric metrics: huber_loss_pseudo(), huber_loss(), iic(), mae(), mape(), mase(), mpe(), msd(), poisson_log_loss(), rmse(), rpd(), rpiq(), rsq_trad(), rsq(), smape()

Other consistency metrics: rpd(), rpiq(), rsq_trad(), rsq()

Other accuracy metrics: huber_loss_pseudo(), huber_loss(), iic(), mae(), mape(), mase(), mpe(), msd(), poisson_log_loss(), rmse(), smape()

Author

Max Kuhn

Examples

# Supply truth and predictions as bare column names
ccc(solubility_test, solubility, prediction)
#> # A tibble: 1 × 3
#>   .metric .estimator .estimate
#>   <chr>   <chr>          <dbl>
#> 1 ccc     standard       0.937

library(dplyr)

set.seed(1234)
size <- 100
times <- 10

# create 10 resamples
solubility_resampled <- bind_rows(
  replicate(
    n = times,
    expr = sample_n(solubility_test, size, replace = TRUE),
    simplify = FALSE
  ),
  .id = "resample"
)

# Compute the metric by group
metric_results <- solubility_resampled %>%
  group_by(resample) %>%
  ccc(solubility, prediction)

metric_results
#> # A tibble: 10 × 4
#>    resample .metric .estimator .estimate
#>    <chr>    <chr>   <chr>          <dbl>
#>  1 1        ccc     standard       0.935
#>  2 10       ccc     standard       0.937
#>  3 2        ccc     standard       0.943
#>  4 3        ccc     standard       0.956
#>  5 4        ccc     standard       0.944
#>  6 5        ccc     standard       0.925
#>  7 6        ccc     standard       0.933
#>  8 7        ccc     standard       0.922
#>  9 8        ccc     standard       0.955
#> 10 9        ccc     standard       0.940

# Resampled mean estimate
metric_results %>%
  summarise(avg_estimate = mean(.estimate))
#> # A tibble: 1 × 1
#>   avg_estimate
#>          <dbl>
#> 1        0.939