auc_value

target

<p>A list of redict probability or score.</p>

prob

<p>auc_value
<code>auc_value</code> is for get best lambda required in lasso_filter. This function required in <code>lasso_filter</code></p>


Provides a highly efficient R tool suite for Credit Modeling, Analysis and Visualization.Contains infrastructure functionalities such as data exploration and preparation, missing values treatment, outliers treatment, variable derivation, variable selection, dimensionality reduction, grid search for hyper parameters, data mining and visualization, model evaluation, strategy analysis etc. This package is designed to make the development of binary classification models (machine learning based models as well as credit scorecard) simpler and faster. The references including: 1 Refaat, M. (2011, ISBN: 9781447511199). Credit Risk Scorecard: Development and Implementation Using SAS; 2 Bezdek, James C.FCM: The fuzzy c-means clustering algorithm. Computers & Geosciences (0098-3004),<DOI:10.1016/0098-3004(84)90020-7>.

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auc_value: auc_value `auc_value` is for get best lambda required in lasso_filter. This function required in `lasso_filter`

Description

Usage

Arguments

Value