Produce a gini coefficient

Source: R/giniCoef.R

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

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)
#> [1] 0.21125