optiRum (version 0.35)

giniChart: Produce a ROC curve with gini coefficient title

Description

This function uses ggplot to produce a themed Receiver Operator Curve and calculates a Gini coefficient based on it.

Usage

giniChart(pred, act)

Arguments

pred

Logit/scores/probabilities to be compared against actuals

act

This should be a column containing outcomes in a boolean form either as a factor or number

See Also

AUC roc giniCoef

Other creditrisk: giniCoef; logit.odd; logit.prob; odd.logit; odd.prob; prob.logit; prob.odd; scaledScore

Examples

sampledata<- data.frame(val= rnorm(100) , outcome=rbinom(100,1,.8))
  giniChart(sampledata$val,sampledata$outcome)