information_value: Calculate Information Value
In jbkunst/risk3r: Tools for credit risk modelling
View source: R/metrics-predictive.R
information_value R Documentation
Calculate Information Value
Description
Calculate Information Value
Usage
information_value(actual, predicted)
Arguments
actual
A binary vector
predicted
A vector: character, numeric or containing scores or probabilities
Value
The KS statistic
Examples
N <- 10000
predicted <- runif(N)
actual <- rbinom(N, size = 1, prob = predicted)
information_value(actual, predicted)
predicted[sample(c(TRUE, FALSE), size = N, prob = c(1, 99), replace = TRUE)] <- NA
information_value(actual, predicted)
jbkunst/risk3r documentation built on March 19, 2024, 10:49 p.m.
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View source: R/metrics-predictive.R
| information_value | R Documentation |
Calculate Information Value
Description
Calculate Information Value
Usage
information_value(actual, predicted)
Arguments
actual |
A binary vector |
predicted |
A vector: character, numeric or containing scores or probabilities |
Value
The KS statistic
Examples
N <- 10000
predicted <- runif(N)
actual <- rbinom(N, size = 1, prob = predicted)
information_value(actual, predicted)
predicted[sample(c(TRUE, FALSE), size = N, prob = c(1, 99), replace = TRUE)] <- NA
information_value(actual, predicted)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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