optiRum (version 0.35)

giniCoef: Produce a gini coefficient

Description

This function calculates a Gini coefficient based on a Receiver Operator Curve.

Usage

giniCoef(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

Value

• gini The coefficient

See Also

AUC roc giniChart

Other creditrisk: giniChart; 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))
  giniCoef(sampledata$val,sampledata$outcome)