gini_norm: Normalized Gini score

Description Usage Arguments Details Value Examples

View source: R/modelling_misc.R

Description

Normalized Gini score for binary outcome modelling

Usage

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gini_norm(actual, predictions)

Arguments

actual

Actual outcome

predictions

Predicted outcome

Details

Based on https://www.kaggle.com/wiki/RCodeForGini

Value

Normalized Gini score

Examples

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df <- data.frame(
  actual = c(1,1,1,1,1,0,1,1,1,0,1,1,0,1,1,1,1,0,0,0,1,0,1,0,0,0,1,0,0,0,0,0,0,1,0,0,0,0,0,0),
  predicted = seq(1, 0, length.out = 40)
)
gini_val <- gini_norm(df[, 'actual'], df[, 'predicted'])
## Compare to AUC from pROC package
# AUC_val <- pROC::roc(df[, 'actual'], df[, 'predicted'])$auc
# gini_val == 2 * AUC_val - 1

m-dz/mdmisc documentation built on May 22, 2019, 12:23 p.m.