Description Usage Arguments Details Value
This function calculates the ntegrated discrimination improvement (IDI) metric comparing two models
1 | IDI(plpModel1, plpModel2)
|
plpModel1 |
The object returned by runPlp() containing the trained model or the output when implementing an existing model |
plpModel2 |
The object returned by runPlp() containing the trained model or the output when implementing an existing model |
Users need to input two trained models (the output of runPlp()) or the output of running an existing model where the plpData used was the same
A list containing the IDI value and z-value (can be used for statistical significance). A positive value suggests the first model is better than the second model. A negative values suggests the opposite.
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