Description Usage Arguments Value Author(s) Examples

View source: R/normalizedGini.R

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.

1 | ```
normalizedGini(actual, predicted)
``` |

`actual` |
The numeric binary vector of the actual labels observed. |

`predicted` |
The vector of the probabilities predicted by the classification rule. |

The Gini index of the predicted probabilities as a single 'num'.

Adrien Ehrhardt

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

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