metric_gini: metric_gini

In gloverd2/admr: Contains standard functions for Admiral Advance Analytics

Description

Returns gini coeffient of one or more models

Note: Predictions should be annualised (independent of exposure)

Usage

metric_gini(actual, predicted, weight = NULL, na.rm = FALSE)

Arguments

actual	Array[Numeric] - Values we are aiming to predict.
predicted	Array[Numeric] / DataFrame[Numeric] - Values that we have predicted.
weight	Optional: Array[Numeric] - Weighting of predictions. If NULL even weighting is used.
na.rm	logical. Should missing values be removed?

Value

gini coeffient. Single value if predicted is vector. Named list if predicted is dataframe.

See Also

plot_gini

Examples

# Input as vector
actual <- rnorm(100, mean=100, sd=10)
weight <- rep(1,100)
predicted <- actual + rnorm(100, mean=0, sd=1)

metric_gini(actual, predicted, weight)

# Input as dataframe

predicted <- data.frame(pred1 = actual + rnorm(100, mean=0, sd=1), pred2 = rnorm(100, mean=0, sd=1))
metric_gini(actual, predicted, weight)

gloverd2/admr documentation built on Dec. 2, 2020, 11:16 p.m.