KS_Stat: Kolmogorov-Smirnov Statistic

In MLmetrics: Machine Learning Evaluation Metrics

Kolmogorov-Smirnov Statistic

Description

Compute the Kolmogorov-Smirnov statistic.

Usage

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

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)

MLmetrics documentation built on May 29, 2024, 9:34 a.m.