python ks值计算_请问spss logistic回归建模后怎么计算ks值？

谢邀，用python写过，ks和lift都在里面，spss没有写过，逻辑上类似，FYI.

def decilestats(true, pred, group=10):

'''

to generate the decile Stats(Ks, Gain, Lift@decile, Lift@total).

Parameters:

true: actual target values

pred: prediction values

group: number of deciles

return:

prob_min: minimum probablity

prob_max: maximum probablity

#pop: number of cases in its group

#num1: number of positive(events/responses..)

#num0: number of negative(non events/responses..)

%pop: percentage of cases

%num1: percentage of positive

%num0: percentage of negative

cum%pop: cumulative percentage of cases

cum%num1: cumulative percentage of positive

cum%num0: cumulative percentage of negative

ks: the degree of separation between the positive and negative distributions

lift@decile: lift in each group, (%num1/%pop)

lift@total: lift total, (cum%num1/cum%pop)

return: decile stats result

#example:

dstats = decilestats(y_true, y_pred)

'''

# dataframe:

pdict = pd.DataFrame({"true": true, "pred": pred})

pdict['decile'] = pd.qcut(pdict['pred'], group, duplicates='drop', labels=False)

report = pdict.groupby(['decile']).agg({'true': {'#pop': 'count', '#num1': 'sum'},

'pred': {'prob_min': 'min', 'prob_max': 'max'}})

report.columns = report.columns.droplevel(0) # drop level0('true', 'pred')

report.sort_index(ascending=False, inplace=True) # sort index

# counts

report['#num0'] = report['#pop'] - report['#num1']

# percent

report['%pop'] = report['#pop'] / sum(report['#pop'])

report['%num1'] = report['#num1'] / sum(report['#num1'])

report['%num0'] = report['#num0'] / sum(report['#num0'])

# cumulative

report['cum%pop'] = report['%pop'].cumsum()

report['cum%num1'] = report['%num1'].cumsum()

report['cum%num0'] = report['%num0'].cumsum()

# result

report['ks'] = report['cum%num1'] - report['cum%num0']

report['lift@decile'] = report['%num1'] / report['%pop']

report['lift@total'] = report['cum%num1'] / report['cum%pop']

return report.round(3)

希望有所帮助~