validationplot: R plotting tools for visualizing a Hosmer-Lemeshow test on a...

In avantcredit/make_validation_plot: Hosmer-Lemeshow Test Plot (http://github.com/avantcredit/ make_validation_plot)

Description

The performance of any binary classifier that provides a probabilistic output (rather than a binary value) can be visualized by splitting the target validation population into quantiles of a fixed count (usually 10, that is, deciles) and comparing the empirical incidence of the dependent variable to the probabilistic response outputted by the classifier.

Details

The validationplot package makes this endeavour straightforward, especially in conjunction with the tundra package.

Note

The package was originally authored by physicist Ryland Ely.

avantcredit/make_validation_plot documentation built on May 11, 2019, 4:07 p.m.