ks: Kolmogorov-Smirnov statistic for predicted binary response
In StatMeasures: Easy Data Manipulation, Data Quality and Statistical Checks

Description Usage Arguments Details Value Author(s) See Also Examples

Takes in actual binary response and predicted probabilities, and returns table used for KS computation and KS value

1	ks(y, yhat)

`y`	actual binary response
`yhat`	predicted probabilities corresponding to the actual binary response

Kolmogorov-Smirnov statistic can be easily computed using ks function. It not only computes the statistic but also returns the table used for ks computation. A chart is also plotted for quick visualization of split between percentage of responders and non-responders. Deciles are used for computation.

Appropriate elements of the 2 element list (ie. ksTable or ks) can be picked using the code given in the example.

a two element list: table for KS computation and KS value itself

Akash Jain

accuracy, auc, iv, splitdata

# A 'data.frame' with y and yhat
df <- data.frame(y = c(1, 0, 1, 1, 0),
                 yhat = c(0.86, 0.23, 0.65, 0.92, 0.37))

# KS table and value
ltKs <- ks(y = df[, 'y'], yhat = df[, 'yhat'])
ksTable <- ltKs$ksTable
KS <- ltKs$ks