Calculates weighted Gini coefficient, obtained as 2 * AUC - 1. Up to ties in predicted equivalent to Somer's D. The larger the Gini coefficient, the better.
Usage
gini_coefficient(actual, predicted, w = NULL, ...)
Arguments
actual
Observed values (0 or 1).
predicted
Predicted values of any value (not necessarly between 0 and 1).