The uba package is developed in R and comprehends a set of tools designated for regression algorithms in non-uniform costs domains. Namely, it includes utility-based performance metrics, utility-based curves and an utility-based regression rules ensemble system.
A more complete description of these functionalities is available on my PhD Thesis: Utility-based Regression.
library(uba) library(rpart) data(NO2Emissions) y <- NO2Emissions$LNO2 m <- rpart(LNO2 ~.,NO2Emissions) ypred <-predict(m) pP <- phi.control(y,method="extremes",extr.type="high") lP <- loss.control(y)