InformationValue (version 1.2.3)

sensitivity: sensitivity

Description

Calculate the sensitivity for a given logit model.

Usage

sensitivity(actuals, predictedScores, threshold = 0.5)

Arguments

actuals

The actual binary flags for the response variable. It can take a numeric vector containing values of either 1 or 0, where 1 represents the 'Good' or 'Events' while 0 represents 'Bad' or 'Non-Events'.

predictedScores

The prediction probability scores for each observation. If your classification model gives the 1/0 predcitions, convert it to a numeric vector of 1's and 0's.

threshold

If predicted value is above the threshold, it will be considered as an event (1), else it will be a non-event (0). Defaults to 0.5.

Value

The sensitivity of the given binary response actuals and predicted probability scores, which is, the number of observations with the event AND predicted to have the event divided by the nummber of observations with the event.

Details

For a given binary response actuals and predicted probability scores, sensitivity is defined as number of observations with the event AND predicted to have the event divided by the number of observations with the event. It can be used as an indicator to gauge how sensitive is your model in detecting the occurence of events, especially when you are not so concerned about predicting the non-events as true.

Examples

data('ActualsAndScores')
sensitivity(actuals=ActualsAndScores$Actuals, predictedScores=ActualsAndScores$PredictedScores)