normalizedGini

The numeric binary vector of the actual labels observed.

actual

The vector of the probabilities predicted by the classification rule.

predicted

This function calculates the Gini index of a classification rule outputting probabilities. It is a classical metric in the context of Credit Scoring.
It is equal to 2 times the AUC (Area Under ROC Curve) minus 1.

index

Gini

A logistic regression tree is a decision tree with logistic regressions at its leaves. A particular stochastic expectation maximization algorithm is used to draw a few good trees, that are then assessed via the user's criterion of choice among BIC / AIC / test set Gini. The formal development is given in a PhD chapter, see Ehrhardt (2019) <https://github.com/adimajo/manuscrit_these/releases/>.

Adrien Ehrhardt

glmtree

Logistic Regression Trees

normalizedGini function

<dl><dt>actual</dt>
<dd>The numeric binary vector of the actual labels observed.</dd>
<dt>predicted</dt>
<dd>The vector of the probabilities predicted by the classification rule.</dd></dl>

Arguments

Author

Calculating the normalized Gini index — normalizedGini

<dl>

<dt>actual</dt>
<dd>The numeric binary vector of the actual labels observed.</dd>


<dt>predicted</dt>
<dd>The vector of the probabilities predicted by the classification rule.</dd>

</dl>

normalizedGini: Calculating the normalized Gini index

Description

Usage

Value

Arguments

Author

Examples