giniChart: Produce a ROC curve with gini coefficient title

In optiRum: Financial Functions & More

Produce a ROC curve with gini coefficient title

Description

This function uses ggplot to produce a themed Receiver Operator Curve and calculates a Gini coefficient based on it.

Usage

giniChart(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

See Also

AUC roc giniCoef

Other creditrisk: giniCoef(), 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))
  giniChart(sampledata$val,sampledata$outcome)
  

optiRum documentation built on May 5, 2022, 1:05 a.m.