错误率曲线

lg.fit = glm(BAD~.,data = x,family = binomial) #family默认为gaussian

error1=c(rep(0,100)) #总错误的概率
error2=c(rep(0,100)) #违约者被错误分类
error3=c(rep(0,100)) #没有违约者被错误分类
xx = seq(0.005,0.5,0.005)
j=1
for (i in xx){
pred = predict(lg.fit,type = ‘response’)
pred[pred>i] = 1
pred[pred<=i] = 0
s = table(pred,x$BAD)
error1[j] = (s[2]+s[3])/sum(s)
error2[j] = s[3]/(s[3]+s[4])
error3[j] = s[2]/(s[1]+s[2])
j=j+1}
plot(xx,error2,col=4,type = ‘l’)
lines(xx,error1,col =2)
lines(xx,error3,col=3)