IMP (version 1.1)

staticPerfMeasures: Model evaluation measures for Binary classification models

Description

Generates & plots the following performance evaluation & validation measures for Binary Classification Models - Hosmer Lemeshow goodness of fit tests, Calibration plots, Lift index & gain charts & concordance-discordance measures

Usage

staticPerfMeasures(list_models, g, perf_measures = c("hosmer", "calibration", "lift", "concord"), sample_size_concord = 5000)

Arguments

list_models

A list of one (or more) dataframes for each model whose performance is to be evaluated. Each dataframe should comprise of 2 columns with the first column indicating the class labels (0 or 1) and the second column providing the raw predicted probabilities

g

The number of groups for binning. The predicted probabilities are binned as follows

For Hosmer-Lemshow (HL) test: Predicted probabilities binned as per g unique quantiles i.e. cut_points = unique(quantile(predicted_prob,seq(0,1,1/g)))

For Lift-Index & Gain charts: Same as HL test, however if g > unique(predicted_probability), the predicted probabilities are used as such without binning

For calibration plots, g equal sized intervals are created (of width 1/g each)

perf_measures

Select the required performance evaluation and validation measure/s, from the following options - c('hosmer','calibration','lift','concord'). Default option is All

sample_size_concord

For computing concordance-discordance measures (and c-statistic) a random sample is drawn from each dataset (if nrow(dataset) > 5000). Default sample size of 5000 can be adjusted by changing the value of this argument

Value

A nested list with 2 components - a list of dataframes and a list of plots - containing the outcomes of the different performance evaluations carried out.

Examples

model_1 <- glm(Species ~ Sepal.Length,data=iris,family=binomial)
model_2 <- glm(Species ~ Sepal.Width, data=iris, family = binomial)
df1 <- data.frame(model_1$y,fitted(model_1))
df2 <- data.frame(model_2$y,fitted(model_2))
staticPerfMeasures(list(df1,df2),g=10, perf_measures = c("hosmer","lift"))