Predictive Analytics & Risk Modeling: For Insurance and Actuarial Science

Chapter 1.5: Classification Metrics: Confusion Matrix, ROC and AUC

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Confusion matrices, precision and recall, ROC curves and the area under the curve (AUC).

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Free companion material for this chapter:

Datasets and R setup for this chapter

Install the packages used in this chapter (free, from CRAN):

install.packages(c("pROC"))

auto_claim: ExamPAData package: MIT license (CRAN). Source: https://cran.r-project.org/package=ExamPAData

install.packages("ExamPAData")
library(ExamPAData)
data(auto_claim)