get_auc_ks_lambda: get_auc_ks_lambda 'get_auc_ks_lambda' is for get best lambda...

In creditmodel: Toolkit for Credit Modeling, Analysis and Visualization

Description

get_auc_ks_lambda get_auc_ks_lambda is for get best lambda required in lasso_filter. This function required in lasso_filter

Usage

get_auc_ks_lambda(
  lasso_model,
  x_test,
  y_test,
  save_data = FALSE,
  plot_show = TRUE,
  file_name = NULL,
  dir_path = tempdir()
)

Arguments

lasso_model	A lasso model genereted by glmnet.
x_test	A matrix of test dataset with x.
y_test	A matrix of y test dataset with y.
save_data	Logical, save results in locally specified folder. Default is FALSE
plot_show	Logical, if TRUE plot the results. Default is TRUE.
file_name	The name for periodically saved results files. Default is NULL.
dir_path	The path for periodically saved results files.

Value

Lanmbda values with max K-S and AUC.

See Also

lasso_filter, get_sim_sign_lambda

creditmodel documentation built on Jan. 7, 2022, 5:06 p.m.