R系列之一 ----逻辑回归

require('data.table')
path = 'D:/当前地址模型/addr_sample.txt'
tb=fread(path,sep='\t',verbose = T,na.strings=c("NA","NULL",'NONE'),header = T,encoding='utf-8')
col = sapply(tb, class)
tb=fread(path,sep='\t',verbose = T,na.strings=c("NA","NULL"),header = T,colClasses = col)
colnames(tb) = gsub('curr_homeaddr_sample.','',colnames(tb),fixed = T)
colname = colnames(tb)
colname = colname[2:length(colname)]
tb = tb[,colname,with=F]
class(tb)


resultfull1=glm(tb$homeaddr_flag ~ tb$addr_cnt_woe+tb$addr_wt_woe+tb$addr_v_woe+
                  tb$ziying_work_cnt_woe+tb$ziying_rest_cnt_woe+
                  tb$pop_work_cnt_woe+tb$pop_rest_cnt_woe+tb$addr_last_woe+
                  tb$addr_type_woe+tb$addr_max_wt_woe+tb$addr_max_v_woe+
                  tb$beyod_cnt_woe+tb$spe_cate_cnt_woe,family=binomial,data=tb)


step(resultfull1,direction="backward")


step(resultfull1,direction="forward")


tb[is.na(tb)] <- 0


result=glm(tb$homeaddr_flag ~ tb$addr_cnt_woe+tb$addr_v_woe+
             tb$ziying_rest_cnt_woe+
             tb$pop_work_cnt_woe+tb$pop_rest_cnt_woe+tb$addr_last_woe+
             tb$addr_type_woe+tb$addr_max_v_woe+
             tb$beyod_cnt_woe+tb$spe_cate_cnt_woe,family=binomial,data=tb)






summary(result)
library(ROCR)
library(gplots)


pred=prediction(result$fit,tb$homeaddr_flag)
perf=performance(pred,"tpr","fpr")
plot(perf)
x=performance(pred,"auc")
x1=table(result$fit,tb$homeaddr_flag)
perf=performance(pred,"lift","rpp")
plot(perf)




predict <- predict(result,type='response',newdata=tb)
real <- tb$homeaddr_flag
x2=data.frame(real,predict)
res <- data.frame(real,predict =ifelse(predict>0.5,1,0),predict)