creditmodel (version 1.0)

ks_value: ks_value

Description

ks_value is for get plots for a variable.

Usage

ks_value(dat_pred = NULL, target = NULL, score = NULL, g = 20,
  breaks = NULL)

Arguments

dat_pred

A data frame with predict prob or score.

target

The name of target variable.

score

The name of prob or score variable.

g

Number of breaks for prob or score.

breaks

Splitting points of prob or score.

Examples

# NOT RUN {
sub = cv_split(UCICreditCard, k = 30)[[1]]
dat = UCICreditCard[sub,]
dat = re_name(dat, "default.payment.next.month", "target")
dat = cleaning_data(dat, target = "target", obs_id = "ID", 
occur_time = "apply_date", miss_values = list("", -1))

train_test <- train_test_split(dat, split_type = "OOT", prop = 0.7,
                                occur_time = "apply_date")
dat_train = train_test$train
dat_test = train_test$test
x_list = c("PAY_0", "LIMIT_BAL", "PAY_AMT5", "PAY_3", "PAY_2")
Formula = as.formula(paste("target", paste(x_list, collapse = ' + '), sep = ' ~ '))
set.seed(46)
lr_model = glm(Formula, data = dat_train[, c("target", x_list)], family = binomial(logit))

dat_train$pred_LR = round(predict(lr_model, dat_train[, x_list], type = "response"), 5)
dat_test$pred_LR = round(predict(lr_model, dat_test[, x_list], type = "response"), 5)
ks_value(dat_pred = dat_train,
target = "target", score ="pred_LR", g = 20)
# }