blorr: blr_ks_chart – R documentation

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blr_ks_chart

KS chart

Description

Kolmogorov-Smirnov (KS) statistics is used to assess predictive power for marketing or credit risk models. It is the maximum difference between cumulative event and non-event distribution across score/probability bands. The gains table typically has across score bands and can be used to find the KS for a model.

Usage

blr_ks_chart(
  gains_table,
  title = "KS Chart",
  yaxis_title = " ",
  xaxis_title = "Cumulative Population %",
  ks_line_color = "black",
  print_plot = TRUE
)

Arguments

`gains_table`	An object of class `blr_gains_table`.
`title`	Plot title.
`yaxis_title`	Y axis title.
`xaxis_title`	X axis title.
`ks_line_color`	Color of the line indicating maximum KS statistic.
`print_plot`	logical; if `TRUE`, prints the plot else returns a plot object.

References

https://doi.org/10.1198/tast.2009.08210

https://www.ncbi.nlm.nih.gov/pubmed/843576

Examples

model <- glm(honcomp ~ female + read + science, data = hsb2,
             family = binomial(link = 'logit'))
gt <- blr_gains_table(model)
blr_ks_chart(gt)

blorr

Tools for Developing Binary Logistic Regression Models

v0.3.0

MIT + file LICENSE

Authors

Aravind Hebbali [aut, cre] (<https://orcid.org/0000-0001-9220-9669>)

Initial release