lift: Gain and lift charts

Description

Validates predicted probabilities against a set of observed (binary) outcomes.

Usage

lift(prob, y, pos.class = NULL, cumulative = TRUE, nbins = 0)
# S3 method for lift
plot(
  x,
  refline = TRUE,
  refline.col = 2,
  refline.fill = 2,
  refline.lty = "dashed",
  refline.lwd = 1,
  ...
)

Value

A "lift" object, which is essentially a list with the following components:

"lift": A numeric vector containing the computed lift values.
"prop": The corresponding proportion of cases associated with each lift value.
"cumulative": Same value as that supplied via the cumulative argument. (Used by the plot.lift() method.)

Arguments

prob: Vector of predicted probabilities.
y: Vector of binary (i.e., 0/1) outcomes. If y is coded as anything other than 0/1, then you must specify which of the two categories represents the "positive" class (i.e., the class for which the probabilities specified in prob correspond to) via the pos.class argument.
pos.class: Numeric/character string specifying which values in y correspond to the "positive" class. Default is NULL. (Must be specified whenever y is not coded as 0/1, where 1 is assumed to represent the "positive" class.)
cumulative: Logical indicating whether or not to compute cumulative lift (i.e., gain). Default is TRUE.
nbins: Integer specifying the number of bins to use when computing lift. Default is 0, which corresponds to no binning. For example, setting nbins = 10 will result in computing lift within each decile of the sorted probabilities.
x: An object of class "lift".
refline: Logical indicating whether or not to include a reference line.
refline.col: The color to use for the reference line. Default is 2.
refline.fill: The color to use for filling in the polygon-shaped reference line. Default is 2.
refline.lty: The type of line to use for the reference line. Default is "dashed".
refline.lwd: The width of the reference line. Default is 1.
...: Additional optional argument to be passed on to other methods.