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Given a set of desired proportions of predicted outcomes, what is the error rate for each of those models?

Usage

asymmetric_cost_explorer_cross_validated(phat, ybin, K_CV = 5, ...)

Arguments

phat

The vector of probability estimates to be thresholded to make a binary decision

ybin

The true binary responses

K_CV

We wish to fit the phat thresholds out of sample using this number of folds. Default is 5.

...

Other parameters to be passed into the asymmetric_cost_explorer function

Value

A table with column 1: proportions_desired, column 2: actual proportions (as close as possible), column 3: error rate, column 4: probability threshold.

Author

Adam Kapelner