Gini.univariate: Univariate Gini

In ayhandis/creditR: A Credit Risk Scoring and Validation Package

Description

This function performs the calculation of the Gini from the estimated values calculated by logistic regression of a variable. It should be noted that the Gini values calculated by logistic regression.

Usage

Gini.univariate(data, default_flag, variable)

Arguments

data	A data set needs to be specified.
default_flag	The default flag need to specified as string.
variable	The name of the variable need to specified to calculate Gini value.

Examples

default_f <- c('1','0','0', '1','1','0','0','1','1')
birth_year <- c(1980, 1985, 1971,1971,1985,1971,1980,1980,1985)
job <- c(1,1,2, 2,2,3,3,2,3)
example_data <- data.frame(default_f,birth_year,job)
Gini.univariate(example_data, "default_f", "birth_year")

ayhandis/creditR documentation built on May 9, 2019, 8:41 a.m.