Calculate the Somers D statistic for a given logit model
Usage
somersD(actuals, predictedScores)
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.
Value
The Somers D statistic, which tells how many more concordant than discordant pairs exist divided by total number of pairs.
Details
For a given binary response actuals and predicted probability scores, Somer's D is calculated as the number of concordant pairs less number of discordant pairs divided by total number of pairs.