InformationValue: Performance Analysis and Companion Functions for Binary Classification Models

Provides companion function for analysing the performance of classification models. Also, provides function to optimise probability cut- off score based on used specified objectives, Plot 'ROC' Curve in 'ggplot2', 'AUROC', 'IV', 'WOE' Calculation, 'KS Statistic' etc to aid accuracy improvement in binary classification models.

AuthorSelva Prabhakaran
Date of publication2016-10-30 09:00:24
MaintainerSelva Prabhakaran <selva86@gmail.com>
LicenseGPL (>= 2)
Version1.2.3
http://r-statistics.co/Information-Value-With-R.html

View on CRAN

Files in this package

InformationValue
InformationValue/inst
InformationValue/inst/doc
InformationValue/inst/doc/InformationValue.Rmd
InformationValue/inst/doc/InformationValue.html
InformationValue/inst/doc/InformationValue.R
InformationValue/NAMESPACE
InformationValue/data
InformationValue/data/SimData.RData
InformationValue/data/ActualsAndScores.RData
InformationValue/R
InformationValue/R/Main.R InformationValue/R/playground.R InformationValue/R/StandAloneFuncs.R
InformationValue/vignettes
InformationValue/vignettes/InformationValue.Rmd
InformationValue/vignettes/custom.css
InformationValue/README.md
InformationValue/MD5
InformationValue/build
InformationValue/build/vignette.rds
InformationValue/DESCRIPTION
InformationValue/man
InformationValue/man/SimData.Rd InformationValue/man/sensitivity.Rd InformationValue/man/youdensIndex.Rd InformationValue/man/kappaCohen.Rd InformationValue/man/optimalCutoff.Rd InformationValue/man/somersD.Rd InformationValue/man/AUROC.Rd InformationValue/man/specificity.Rd InformationValue/man/ks_plot.Rd InformationValue/man/npv.Rd InformationValue/man/WOE.Rd InformationValue/man/plotROC.Rd InformationValue/man/IV.Rd InformationValue/man/confusionMatrix.Rd InformationValue/man/misClassError.Rd InformationValue/man/ks_stat.Rd InformationValue/man/Concordance.Rd InformationValue/man/WOETable.Rd InformationValue/man/precision.Rd InformationValue/man/ActualsAndScores.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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