Area Under the Gain Chart

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Description

Compute the Area Under the Gain Chart from prediction scores.

Usage

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GainAUC(y_pred, y_true)

Arguments

y_pred

Predicted probabilities vector, as returned by a classifier

y_true

Ground truth (correct) 0-1 labels vector

Value

Area Under the Gain Chart

Examples

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data(cars)
logreg <- glm(formula = vs ~ hp + wt,
              family = binomial(link = "logit"), data = mtcars)
GainAUC(y_pred = logreg$fitted.values, y_true = mtcars$vs)