创建了一个逻辑模型:
Banks_Logit<- glm(Banks$Financial.Condition ~ .,data = Banks, family="binomial")
options(scipen=999)
summary(Banks_Logit)然后:
pred <-predict(Banks_Logit,Banks)
gain <-gains(Banks$Financial.Condition,pred,groups=20)
plot(c(0,gain$cume.pct.of.total*sum(Banks$Financial.Condition))~
c(0,gain$cume.obs),
xlab = "Observations", ylab = "Cumulative", main="Model Performance", type="l")
lines(c(0,sum(Banks$Financial.Condition))~c(0,dim(Banks)[1]),lty=2)
library(caret)
confusionMatrix(ifelse(pred >0.5, 1,0), Banks$Financial.Condition)错误-错误:data和reference应该是相同级别的因子。
这是pred数据
1 2 3 4 5 6 7 8 9 10
0.9999999999999997779554 0.9999999999999997779554 0.9999999999999997779554 0.9999999999999997779554 0.9999999999999997779554 0.9999999999999997779554 0.9999999999138624584560 0.9999999999891036051025 0.9999999999995110577800 0.9999999999999997779554
11 12 13 14 15 16 17 18 19 20
0.0000000000176082421301 0.0000000000352379135751 0.0000000000431425778626 0.0000000000000002220446 0.0000000000002227450487 0.0000000000000002220446 0.0000000000000002220446 0.0000000000000002220446 0.0000000000000002220446 0.0000000000000002220446
str(pred)
Named num [1:20] 1 1 1 1 1 ...
- attr(*, "names")= chr [1:20] "1" "2" "3" "4" ...
this is the dataset (Str(Banks):
'data.frame': 20 obs. of 5 variables:
$ Obs : int 1 2 3 4 5 6 7 8 9 10 ...
$ Financial.Condition: int 1 1 1 1 1 1 1 1 1 1 ...
$ TotCap.Assets : num 9.7 1 6.9 5.8 4.3 9.1 11.9 8.1 9.3 1.1 ...
$ TotExp.Assets : num 0.12 0.11 0.09 0.1 0.11 0.13 0.1 0.13 0.16 0.16 ...
$ TotLns.Lses.Assets : num 0.65 0.62 1.02 0.67 0.69 0.74 0.79 0.63 0.72 0.57 ...发布于 2020-12-11 08:27:21
下面是一些示例数据:
Banks = data.frame(Obs = 1:100,Financial.Condition=rbinom(100,1,0.5),
TotCap.Assets = runif(100),
TotExp.Assets = runif(100),TotLns.Lses.Assets = runif(100))您可以只提供confusionMatrix的表,以获取其他指标:
library(caret)
Banks_Logit<- glm(Banks$Financial.Condition ~ .,data = Banks, family="binomial")
pred <-predict(Banks_Logit,Banks)
confusionMatrix(table(ifelse(pred >0.5, 1,0), Banks$Financial.Condition))
Confusion Matrix and Statistics
0 1
0 36 33
1 8 23
Accuracy : 0.59
95% CI : (0.4871, 0.6874)
No Information Rate : 0.56
P-Value [Acc > NIR] : 0.3084356
Kappa : 0.2158
Mcnemar's Test P-Value : 0.0001781
Sensitivity : 0.8182
Specificity : 0.4107
Pos Pred Value : 0.5217
Neg Pred Value : 0.7419
Prevalence : 0.4400
Detection Rate : 0.3600
Detection Prevalence : 0.6900
Balanced Accuracy : 0.6144
'Positive' Class : 0https://stackoverflow.com/questions/65171218
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