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creditmodel (version 1.3.1)

get_auc_ks_lambda: get_auc_ks_lambda get_auc_ks_lambda is for get best lambda required in lasso_filter. This function required in lasso_filter

Description

get_auc_ks_lambda get_auc_ks_lambda is for get best lambda required in lasso_filter. This function required in lasso_filter

Usage

get_auc_ks_lambda(
  lasso_model,
  x_test,
  y_test,
  save_data = FALSE,
  plot_show = TRUE,
  file_name = NULL,
  dir_path = tempdir()
)

Arguments

lasso_model

A lasso model genereted by glmnet.

x_test

A matrix of test dataset with x.

y_test

A matrix of y test dataset with y.

save_data

Logical, save results in locally specified folder. Default is FALSE

plot_show

Logical, if TRUE plot the results. Default is TRUE.

file_name

The name for periodically saved results files. Default is NULL.

dir_path

The path for periodically saved results files.

Value

Lanmbda values with max K-S and AUC.

See Also

lasso_filter, get_sim_sign_lambda