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Resolve PP variance components from metrics

Usage

resolve_ppi_variances(
  var_f = NULL,
  var_res = NULL,
  metrics = NULL,
  metric_type = NULL,
  m_labeled = NULL,
  correction = TRUE
)

Arguments

var_f

Optional numeric scalar supplying \(\operatorname{Var}(f)\) directly.

var_res

Optional numeric scalar supplying \(\operatorname{Var}(Y-f)\) directly.

metrics

Optional named list of predictive-performance summaries. The required fields depend on metric_type.

metric_type

Character string identifying the metric bundle. Supported values are: "continuous" (regression-style metrics), "prob" (binary probabilistic metrics such as the Brier score), and "classification" (binary classification metrics such as a confusion matrix or precision/recall).

m_labeled

Labeled sample size associated with metrics; defaults to metrics$m_obs when present.

correction

Logical; apply the finite-sample adjustment when deriving moments from metrics (default TRUE).

Value

List with numeric elements var_f and var_res.