null_gini: null_gini

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

Description

Return the curve for a gini curve for threshold in the prediction. Need to plot gini curve

Note: Predictions should be annualised (independent of exposure)

Usage

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

Arguments

actual	Array[Numeric] - Values we are aiming to predict.
predicted	Array[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

dataframe with columns prediction - value of predictions (sorted) cum_act - cumulative fraction of actuals cum_pop - cumulative fraction of weight

Examples

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

null_gini(actual, predicted, weight)

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