gain: Gains

In jbkunst/risk3r: Tools for credit risk modelling

Gains

Description

Gains

Usage

gain(actual, predicted, percents = c(0.1, 0.2, 0.3, 0.4, 0.5))

Arguments

actual	A binary vector
predicted	A numeric vector containing scores or probabilities
percents	Values to calculate the gain

Examples

N <- 10000

predicted <- runif(N)

actual <- rbinom(N, size = 1, prob = predicted)

gain(actual, predicted)

gain(actual, predicted, c(0.5, 1))

jbkunst/risk3r documentation built on March 19, 2024, 10:49 p.m.