This function calculates a Gini coefficient based on a Receiver Operator Curve.
giniCoef(pred, act)
Logit/scores/probabilities to be compared against actuals
This should be a column containing outcomes in a boolean form either as a factor or number
gini The coefficient
AUC roc giniChart
AUC
roc
giniChart
Other creditrisk: giniChart, logit.odd, logit.prob, odd.logit, odd.prob, prob.logit, prob.odd, scaledScore
logit.odd
logit.prob
odd.logit
odd.prob
prob.logit
prob.odd
scaledScore
# NOT RUN { sampledata<- data.frame(val= rnorm(100) , outcome=rbinom(100,1,.8)) giniCoef(sampledata$val,sampledata$outcome) # }
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