normalizedGini: Calculating the normalized Gini index

In adimajo/scoring: Credit Scoring Tools

Calculating the normalized Gini index

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.

Examples

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

adimajo/scoring documentation built on March 7, 2024, 11:18 p.m.