Description Usage Arguments References See Also Examples
View source: R/blr-gains-table.R
Kolmogorov-Smirnov (KS) statistics is used to assess predictive power for marketing or credit risk models. It is the maximum difference between cumulative event and non-event distribution across score/probability bands. The gains table typically has across score bands and can be used to find the KS for a model.
1 2 3 4 5 6 7 8 | blr_ks_chart(
gains_table,
title = "KS Chart",
yaxis_title = " ",
xaxis_title = "Cumulative Population %",
ks_line_color = "black",
print_plot = TRUE
)
|
gains_table |
An object of class |
title |
Plot title. |
yaxis_title |
Y axis title. |
xaxis_title |
X axis title. |
ks_line_color |
Color of the line indicating maximum KS statistic. |
print_plot |
logical; if |
https://doi.org/10.1198/tast.2009.08210
https://www.ncbi.nlm.nih.gov/pubmed/843576
Other model validation techniques:
blr_confusion_matrix()
,
blr_decile_capture_rate()
,
blr_decile_lift_chart()
,
blr_gains_table()
,
blr_gini_index()
,
blr_lorenz_curve()
,
blr_roc_curve()
,
blr_test_hosmer_lemeshow()
1 2 3 4 | model <- glm(honcomp ~ female + read + science, data = hsb2,
family = binomial(link = 'logit'))
gt <- blr_gains_table(model)
blr_ks_chart(gt)
|
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