MLmetrics (version 1.1.3)

KS_Stat: Kolmogorov-Smirnov Statistic

Description

Compute the Kolmogorov-Smirnov statistic.

Usage

KS_Stat(y_pred, y_true)

Value

Kolmogorov-Smirnov statistic

Arguments

y_pred

Predicted probabilities vector, as returned by a classifier

y_true

Ground truth (correct) 0-1 labels vector

Examples

data(cars)
logreg <- glm(formula = vs ~ hp + wt,
              family = binomial(link = "logit"), data = mtcars)
KS_Stat(y_pred = logreg$fitted.values, y_true = mtcars$vs)