somersD: somersD

Description Usage Arguments Details Value Author(s) Examples

Description

Calculate the Somers D statistic for a given logit model

Usage

1
somersD(actuals, predictedScores)

Arguments

actuals

The actual binary flags for the response variable. It can take a numeric vector containing values of either 1 or 0, where 1 represents the 'Good' or 'Events' while 0 represents 'Bad' or 'Non-Events'.

predictedScores

The prediction probability scores for each observation. If your classification model gives the 1/0 predcitions, convert it to a numeric vector of 1's and 0's.

Details

For a given binary response actuals and predicted probability scores, Somer's D is calculated as the number of concordant pairs less number of discordant pairs divided by total number of pairs.

Value

The Somers D statistic, which tells how many more concordant than discordant pairs exist divided by total number of pairs.

Author(s)

Selva Prabhakaran selva86@gmail.com

Examples

1
2
data('ActualsAndScores')
somersD(actuals=ActualsAndScores$Actuals, predictedScores=ActualsAndScores$PredictedScores)

selva86/InformationValue documentation built on May 29, 2019, 5:55 p.m.