KS_AUC: Ks statistics & AUC curve

In K2Analytics/logistic: A package for helping logistic regression

Description

Plot AUCC curve and calculate KS,AUC statistics.

Usage

KS_AUC(df, target, probability)

Arguments

df	dataframe which target and variable present.
target	Target variable.
probability	Predicted probabilities.

Value

AUC curve and KS value

Author(s)

Rajesh Jakhotia

Examples

data("CTDF")
mylogit<-glm(TARGET~HOLDING_PERIOD+NO_OF_L_CR_TXNS+AGE_BKT,data=CTDF,family = "binomial")
summary(mylogit)
vif(mylogit)
CTDF$prob<-predict.glm(mylogit,CTDF,type="response")
KS_AUC(CTDF,"TARGET","prob")

K2Analytics/logistic documentation built on May 14, 2019, 8:19 a.m.