MetricsWeighted (version 0.1.0)

gini_coefficient: Gini coefficient

Description

Weighted Gini coefficient, obtained as 2 * AUC - 1. Up to ties in predicted equivalent to Somer's D.

Usage

gini_coefficient(actual, predicted, w = NULL, ...)

Arguments

actual

Observed values (0 or 1).

predicted

Predicted values (not necessarly between 0 and 1).

w

Optional case weights.

...

Further arguments passed by other methods.

Value

A numeric vector of length one.

See Also

AUC.

Examples

# NOT RUN {
gini_coefficient(c(0, 0, 1, 1), 2 * c(0.1, 0.1, 0.9, 0.8))
gini_coefficient(c(0, 0, 1, 1), c(0.1, 0.6, 0.9, 0.5))
gini_coefficient(c(0, 0, 1, 1), c(0.1, 0.6, 0.9, 0.5), w = 1:4)

# }