selva86/woe: Performance analysis functions, plot ROC curve in ggplot2, AUROC, IV, WOE calculation for binary classification

Provides companion function for analysing the performance of classification models, based on the problems specific objectives. There is a function to plot the ROC curve on the beautiful ggplot2 graphics framework, compute AUROC, concordance, discordance, specificity, sensitivity, confusion matrix, Youden's index, Somers D statistic etc.

Getting started

Package details

AuthorSelva Prabhakaran
MaintainerSelva Prabhakaran <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
selva86/woe documentation built on May 26, 2017, 5:52 a.m.