youdensIndex: youdensIndex

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

Description

Calculate the specificity for a given logit model.

Usage

youdensIndex(actuals, predictedScores, threshold = 0.5)

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.
threshold	If predicted value is above the threshold, it will be considered as an event (1), else it will be a non-event (0). Defaults to 0.5.

Details

For a given binary response actuals and predicted probability scores, Youden's index is calculated as sensitivity + specificity - 1

Value

The youdensIndex of the given binary response actuals and predicted probability scores, which is calculated as Sensitivity + Specificity - 1

Author(s)

Selva Prabhakaran [e-mail]

Examples

data('ActualsAndScores')
youdensIndex(actuals=ActualsAndScores$Actuals, predictedScores=ActualsAndScores$PredictedScores)

selva86/woe documentation built on May 29, 2019, 5:56 p.m.