Calculate Kolmogorov-Smirnov statistic

More metrics in the Metrics package https://github.com/mfrasco/Metrics

Usage

ks(actual, predicted)

Arguments

actual

A binary vector

predicted

A numeric vector containing scores or probabilities

Value

The KS statistic

Examples

N <- 10000

predicted <- runif(N)

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

ks(actual, predicted)
#> [1] 0.5055711

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

ks(actual, predicted)
#> 100 of 10000 'predicted' values are NAs, they will be ignorated
#> [1] 0.5066255