TuneCStatisticLogit: Tuning function (logistic regression)

In fake: Flexible Data Simulation Using the Multivariate Normal Distribution

Tuning function (logistic regression)

Description

Computes the difference in absolute value between the desired and expected C statistic given the vector of true probabilities.

Usage

TuneCStatisticLogit(scaling_factor, crude_log_odds, auc = NULL)

Arguments

scaling_factor	constant by which log-odds (or beta coefficients when there is no intercept) are multiplied.
crude_log_odds	vector of log-odds to be multiplied by the scaling_factor.
auc	desired concordance statistic (area under the ROC curve). If auc=NULL, the obtained concordance statistic is returned.

Value

The absolute difference between desired and expected concordance (if auc is provided) or expected concordance (if auc=NULL).

fake documentation built on April 14, 2023, 12:37 a.m.