normalizedGini: Calculating the normalized Gini index
In scoringTools: Credit Scoring Tools
Description
Usage
Arguments
Examples
View source: R/normalizedGini.R
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
1
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.
Examples
1
normalizedGini(c(1, 1, 1, 0, 0), c(0.7, 0.9, 0.5, 0.6, 0.3))
scoringTools documentation built on Jan. 13, 2021, 8:35 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Examples
View source: R/normalizedGini.R
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
1 | 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. |
Examples
1 | normalizedGini(c(1, 1, 1, 0, 0), c(0.7, 0.9, 0.5, 0.6, 0.3))
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.