macro for optimal roc cut-off point

shiyiming

From dwdus's blog on Baidu


               
                <p><br />%macro kstest(inset=, depvar=, outset=, scoreVar=);<br />proc npar1way data=&amp;inset. EDF;<br />class &amp;depvar.;<br />var &amp;scoreVar.;<br />output out=&amp;outset. EDF;<br />run;<br />%mend;<br />%kstest (inset=train2, depvar=mortg_dq, outset=out, scorevar=score);<br /></p> <a href="http://hi.baidu.com/dwdus/blog/item/ab5d533882fc48e2d4622524.html">阅读全文</a>
               
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