ks_plot: ks_plot

In InformationValue: Performance Analysis and Companion Functions for Binary Classification Models

Description

Plot the cumulative percentage of responders (ones) captured by the model

Usage

ks_plot(actuals, predictedScores)

Arguments

actuals	The actual binary flags for the response variable. It can take a numeric vector containing values of either 1 or 0, where 1 represents the 'Good' or 'Events' while 0 represents 'Bad' or 'Non-Events'.
predictedScores	The prediction probability scores for each observation. If your classification model gives the 1/0 predcitions, convert it to a numeric vector of 1's and 0's.

Details

Plot the cumulative percentage of responders (ones) captured by the model against the expected cumulative percentage of responders at random (i.e. had there been no model). The greater the distance between the random and model cumulatives, the better is the predictive ability of the model to effectively capture the responders (ones).

Value

The KS plot

Author(s)

Selva Prabhakaran [e-mail]

Examples

data('ActualsAndScores')
ks_plot(actuals=ActualsAndScores$Actuals, predictedScores=ActualsAndScores$PredictedScores)

Example output

InformationValue documentation built on May 1, 2019, 9:12 p.m.