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

giniCoef(pred, act)

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 |

gini The coefficient

`AUC`

`roc`

`giniChart`

Other creditrisk: `giniChart`

,
`logit.odd`

, `logit.prob`

,
`odd.logit`

, `odd.prob`

,
`prob.logit`

, `prob.odd`

,
`scaledScore`

sampledata<- data.frame(val= rnorm(100) , outcome=rbinom(100,1,.8)) giniCoef(sampledata$val,sampledata$outcome)#> [1] 0.21125