normalizedGini: Calculating the normalized Gini index

In glmdisc: Discretization and Grouping for Logistic Regression

Description

This function calculates the Gini index of a classification rule outputting probabilities. It is a classical metric in the context of Credit Scoring. It is equal to 2 times the AUC (Area Under ROC Curve) minus 1.

Usage

normalizedGini(actual, predicted)

Arguments

actual	The numeric binary vector of the actual labels observed.
predicted	The vector of the probabilities predicted by the classification rule.

Author(s)

Adrien Ehrhardt

Examples

normalizedGini(c(1, 1, 1, 0, 0), c(0.7, 0.9, 0.5, 0.6, 0.3))

Example output

[1] 0.6666667

glmdisc documentation built on Oct. 23, 2020, 7:12 p.m.