getModelCutoffs: Function for selection of the prediction cutoffs by each quantile of the prediction
Description
This function is intended to calculate the most important statistics that may help in making desicions on the optimal cutoff of the predictions for our needs.
Usage
getModelCutoffs(pred, obs, div=10)
Arguments
pred
a vector containing the predicted values of a model
obs
a vector containing the values of the outcome variable
div
the number of quantiles to calculate. Default=10
Value
This function returns a table containing the following statistics:
TP - the number of true negatives
FP - the number of false positives
FN - the number of false negatives
TN - the number of true positives
sensitivity
specificity
PPV - positive predictive value
NVP - negative predictive value
accuracy
error
prevalence
lift
precision (same as PPV)
recall (same as sensitivity)
F1_score (harmonic mean of precision and recall)
Details
This function return a list containing nine values (see values section).
It includes three types of standards: the European (euro), the American (us) and the World Health Organization (who).
The confidence interval (CI) is calculated using the binomial probabilities using the binconf function of the Hmisc package. The default is to calculate the 95% CI (using an alpha of 0.05).