Kolmogorov-Smirnov statistic for predicted binary response
Takes in actual binary response and predicted probabilities, and returns table used for KS computation and KS value
ks(y, yhat)
y |
actual binary response |
yhat |
predicted probabilities corresponding to the actual binary response |
Kolmogorov-Smirnov statistic can be easily computed using ks function. It
not only computes the statistic but also returns the table used for ks computation.
A chart is also plotted for quick visualization of split between percentage of
responders and non-responders. Deciles are used for computation.
Appropriate elements of the 2 element list (ie. ksTable or ks) can be picked using the code given in the example.
a two element list: table for KS computation and KS value itself
Akash Jain
# A 'data.frame' with y and yhat
df <- data.frame(y = c(1, 0, 1, 1, 0),
yhat = c(0.86, 0.23, 0.65, 0.92, 0.37))
# KS table and value
ltKs <- ks(y = df[, 'y'], yhat = df[, 'yhat'])
ksTable <- ltKs$ksTable
KS <- ltKs$ksPlease choose more modern alternatives, such as Google Chrome or Mozilla Firefox.