mtr_ks_statistic: KS Statistic

Description Usage Arguments Value Author(s)

View source: R/conf-mat.r

Description

Kolmogorov–Smirnov statistic quantifies a distance between the empirical distribution function of the sample and the cumulative distribution function of the reference distribution.

Usage

1
mtr_ks_statistic(actual, predicted)

Arguments

actual

[numeric] Ground truth binary numeric vector containing 1 for the positive class and 0 for the negative class.

predicted

[numeric] A vector of estimated probabilities.

Value

A numeric scalar output

Author(s)

An Chu


chuvanan/metrics documentation built on Nov. 4, 2019, 8:52 a.m.