Model Validation and Backtesting
10 algorithms · 1 family · D40
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model-validation-and-backtesting/llms.txt lists all
10 algorithms here — signature, shape and verification tier, one line each.
Every reference page below also exists as markdown at <page URL>index.md.
Classification and Score Validation#
-
ROC Curve and ROC-AUC
verified
rocCurveAndRocAuc(inputs) -
Precision-Recall Curve and PR-AUC
verified
precisionRecallCurveAndPrAuc(inputs) -
Brier Score
verified
brierScore(inputs) -
Log Loss
verified
logLoss(inputs) -
Reliability Diagram and Expected Calibration Error
verified
reliabilityDiagramAndExpectedCalibrationError(inputs) -
Gains, Lift, and Decile Capture
verified
gainsLiftAndDecileCapture(inputs) -
Cost-Sensitive Threshold Optimization
verified
costSensitiveThresholdOptimization(inputs) -
Score Stability and Migration Matrix
verified
scoreStabilityAndMigrationMatrix(inputs) -
Slice-Based Validation by Sector, Country, and Regime
verified
sliceBasedValidationBySectorCountryAndRegime(inputs) -
Rare-Event Backtest and Confidence Bounds
verified
rareEventBacktestAndConfidenceBounds(inputs)