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Calculate Information Value

Source: R/metrics-predictive.R
information_value.Rd

Calculate Information Value

Usage

information_value(actual, predicted)

Arguments

actual

A binary vector

predicted

A vector: character, numeric or containing scores or probabilities

Value

The KS statistic

Examples


N <- 10000

predicted <- runif(N)

actual <- rbinom(N, size = 1, prob = predicted)

information_value(actual, predicted)
#> ℹ Creating woe binning ...
#> [1] 1.734067

predicted[sample(c(TRUE, FALSE), size = N, prob = c(1, 99), replace = TRUE)] <- NA

information_value(actual, predicted)
#> ℹ Creating woe binning ...
#> [1] 1.723707