One row per variable and bin, with counts, event rate, WOE, IV, lift, cumulative KS, precision and recall, plus the hold-out IV and the PSI of the variable.
Arguments
- x
An object from
scr_select().- only_selected
If
TRUE(default), only the approved variables.
See also
Other accessors:
scr_funnel(),
scr_leakage(),
scr_result,
scr_score_gains(),
scr_score_metrics(),
scr_selected()
Examples
cfg <- scr_config(verbose = FALSE, nthread = 1, use_ranger = FALSE,
xgb_rounds = 60, n_boot = 20)
res <- scr_select(scr_demo, "default", config = cfg, drop = "id",
date_col = "ref_date")
g <- scr_gains(res)
g[feature == scr_selected(res)[1], .(bin, count, pos_rate, woe, iv)]
#> bin count pos_rate woe iv
#> <char> <num> <num> <num> <num>
#> 1: (-Inf;33.360000] 145 0.02068966 -2.06253559 0.1064747433
#> 2: (33.360000;38.150000] 162 0.07407407 -0.73104946 0.0236851117
#> 3: (38.150000;44.240000] 366 0.07923497 -0.65810792 0.0445384274
#> 4: (44.240000;48.060000] 301 0.08970100 -0.52261206 0.0242753010
#> 5: (48.060000;63.940000] 1343 0.14743112 0.03978629 0.0007701023
#> 6: (63.940000;72.610000] 338 0.25147929 0.70394095 0.0757861557
#> 7: (72.610000;+Inf] 145 0.31034483 0.99617148 0.0708603096