InformationValue: Performance Analysis and Companion Functions for Binary Classification Models

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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.

Author
Selva Prabhakaran
Date of publication
2016-10-30 09:00:24
Maintainer
Selva Prabhakaran <selva86@gmail.com>
License
GPL (>= 2)
Version
1.2.3
URLs

View on CRAN

Man pages

ActualsAndScores
ActualsAndScores
AUROC
AUROC
Concordance
Concordance
confusionMatrix
confusionMatrix
IV
IV
kappaCohen
kappaCohen
ks_plot
ks_plot
ks_stat
ks_stat
misClassError
misClassError
npv
npv
optimalCutoff
optimalCutoff
plotROC
plotROC
precision
precision
sensitivity
sensitivity
SimData
SimData
somersD
somersD
specificity
specificity
WOE
WOE
WOETable
WOETable
youdensIndex
youdensIndex

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