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Plot the cumulative lift curve of a sort-order.
LiftCurvePlot(
frame,
xvar,
truthVar,
title,
...,
large_count = 1000,
include_wizard = TRUE,
truth_target = NULL,
model_color = "darkblue",
wizard_color = "darkgreen"
)data frame to get values from
name of the independent (input or model score) column in frame
name of the dependent (output or result to be modeled) column in frame
title to place on plot
no unnamed argument, added to force named binding of later arguments.
numeric, upper bound target for number of plotting points
logical, if TRUE plot the ideal or wizard plot.
if not NULL compare to this scalar value.
color for the model curve
color for the "wizard" (best possible) curve
The use case for this visualization is to compare a predictive model score to an actual outcome (either binary (0/1) or continuous). In this case the lift curve plot measures how well the model score sorts the data compared to the true outcome value.
The x-axis represents the fraction of items seen when sorted by score, and the y-axis represents the lift seen so far (cumulative value of model over cummulative value of random selection)..
For comparison, LiftCurvePlot also plots the "wizard curve": the lift curve when the
data is sorted according to its true outcome.
To improve presentation quality, the plot is limited to approximately large_count points (default: 1000).
For larger data sets, the data is appropriately randomly sampled down before plotting.
if (requireNamespace('data.table', quietly = TRUE)) {
# don't multi-thread during CRAN checks
data.table::setDTthreads(1)
}
set.seed(34903490)
y = abs(rnorm(20)) + 0.1
x = abs(y + 0.5*rnorm(20))
frm = data.frame(model=x, value=y)
WVPlots::LiftCurvePlot(frm, "model", "value",
title="Example Continuous Lift Curve")
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