In jbkunst/risk3r: Tools for credit risk modelling

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

library(risk3r)

N <- 10000

predicted <- runif(N)

actual <- rbinom(N, size = 1, prob = predicted)

metrics(actual, predicted)

Remove NA if are present.

predicted2 <- predicted
predicted2[sample(c(TRUE, FALSE), size = N, prob = c(1, 99), replace = TRUE)] <- NA

metrics(actual, predicted2)

Using a glm model

daux <- data.frame(actual = actual, predicted = predicted)

m <- glm(actual ~ predicted, family = binomial, data = daux)

model_metrics(m)

Works with new data.

new_daux <- head(daux, 1000)

model_metrics(m, newdata = new_daux)

jbkunst/risk3r documentation built on March 19, 2024, 10:49 p.m.