Rapid Calculation of Model Metrics

Collection of metrics for evaluating models written in C++ using 'Rcpp'. Popular metrics include area under the curve, log loss, root mean square error, etc.

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Tyler Hunt [email protected]


ModelMetrics is a much faster and reliable package for evaluating models. ModelMetrics is written in using Rcpp making it faster than the other packages used for model metrics.


You can install this package from CRAN:


Or you can install the development version from Github with devtools:


Benchmark and comparison

N = 100000
Actual = as.numeric(runif(N) > .5)
Predicted = as.numeric(runif(N))
actual = Actual
predicted = Predicted
s1 <- system.time(a1 <- ModelMetrics::auc(Actual, Predicted))
s2 <- system.time(a2 <- Metrics::auc(Actual, Predicted))
# Warning message:
# In n_pos * n_neg : NAs produced by integer overflow
s3 <- system.time(a3 <- pROC::auc(Actual, Predicted))
s4 <- system.time(a4 <- MLmetrics::AUC(Predicted, Actual))
# Warning message:
# In n_pos * n_neg : NAs produced by integer overflow
s5 <- system.time({pp <- ROCR::prediction(Predicted, Actual); a5 <- ROCR::performance(pp, 'auc')})
  package = c("ModelMetrics", "pROC", "ROCR")
  ,Time = c(s1[[3]],s3[[3]],s5[[3]])
# MLmetrics and Metrics could not calculate so they are dropped from time comparison
#        package   Time
# 1 ModelMetrics  0.030
# 2         pROC 50.359
# 3         ROCR  0.358


ModelMetrics 1.2.0

  • added kappa statistic
  • added s3 methods for glm, lm, randomForest, merMod, and glmerMod
  • sped up auc with data.table::frankv
  • added gini

ModelMetrics 1.1.0

  • added Matthews correlation coefficient (mcc)
  • added multiclass auc (mauc )
  • lots more tests
  • fixed bug when rank ties were present in auc (#10)
  • added code to handle different classes in functions

ModelMetrics 1.0.0

  • Initializing package with basic metric functions

Reference manual

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1.2.2 by Tyler Hunt, 4 months ago

Browse source code at https://github.com/cran/ModelMetrics

Authors: Tyler Hunt [aut, cre]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, data.table

Suggests testthat

Linking to Rcpp

Imported by caret, vip.

Suggested by bigstatsr, sGMRFmix.

See at CRAN