Kolmogorov-Smirnov Statistic

Share:

Description

Compute the Kolmogorov-Smirnov statistic.

Usage

1
KS_Stat(y_pred, y_true)

Arguments

y_pred

Predicted probabilities vector, as returned by a classifier

y_true

Ground truth (correct) 0-1 labels vector

Value

Kolmogorov-Smirnov statistic

Examples

1
2
3
4
data(cars)
logreg <- glm(formula = vs ~ hp + wt,
              family = binomial(link = "logit"), data = mtcars)
KS_Stat(y_pred = logreg$fitted.values, y_true = mtcars$vs)