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maq (version 0.6.0)

integrated_difference: Get estimate of the area between two Qini curves with paired standard errors.

Description

Given two Qini curves, \(Q_a\) and \(Q_b\), and a maximum spend \(\bar B\), get an estimate of the integrated difference \(\int_{0}^{\bar B} (Q_a(B) - Q_b(B))dB\).

Usage

integrated_difference(object.lhs, object.rhs, spend)

Value

An estimate of the area between the two curves along with standard errors.

Arguments

object.lhs

A maq object \(Q_a\) to subtract from.

object.rhs

A maq object \(Q_b\) to subtract with.

spend

The spend level \(\bar B\).