python实现ks算法_python， 在信用评级中，计算KS statistic值

# -*- coding: utf-8 -*-

import pandas as pd

from sklearn.grid_search import GridSearchCV

from sklearn.model_selection import train_test_split

from sklearn.preprocessing import StandardScaler

from sklearn.utils import shuffle

import numpy as np

from sklearn import metrics

from sklearn.metrics import log_loss, recall_score, precision_score, accuracy_score,f1_score

from sklearn.metrics import roc_curve, precision_recall_curve, roc_auc_score

# from sklearn.model_selection import cross_val_score

import lightgbm

def ks_statistic(Y,Y_hat):

data = {"Y":Y,"Y_hat":Y_hat}

df = pd.DataFrame(data)

bins = np.array([-0.1,0.1,0.2,0.3,0.4,0.5,0.6,0.7,0.8,0.9,1.0])

category = pd.cut(df["Y_hat"],bins=bins)

category = category.sort_values()

#max_index = len(np.