InformationValue

R package InformationValue: Performance Analysis and Companion Functions for Binary Classification Models. Provides companion function for analysing the performance of classification models. Also, provides function to optimise probability cut- off score based on used specified objectives, Plot ’ROC’ Curve in ’ggplot2’, ’AUROC’, ’IV’, ’WOE’ Calculation, ’KS Statistic’ etc to aid accuracy improvement in binary classification models.

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References in zbMATH (referenced in 1 article )

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  1. Gero Szepannek: An Overview on the Landscape of R Packages for Credit Scoring (2020) arXiv