QiniArea: Qini coefficient

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/QiniArea.R

Description

Computes the area under the Qini curve.

Usage

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## S3 method for class 'PerformanceUplift'
QiniArea(x, adjusted=FALSE, ...)

Arguments

x

a table that must be the output of PerformanceUplift function.

adjusted

if TRUE, returns the Qini coefficient adjusted by the Kendall's uplift rank correlation.

...

Generic S3 Method argument.

Value

the Qini or the adjusted Qini coefficient

Author(s)

Mouloud Belbahri

References

Radcliffe, N. (2007). Using control groups to target on predicted lift: Building and assessing uplift models. Direct Marketing Analytics Journal, An Annual Publication from the Direct Marketing Association Analytics Council, pages 14-21.

Belbahri, M., Murua, A., Gandouet, O., and Partovi Nia, V. (2020) Qini-based Uplift Regression, <https://arxiv.org/pdf/1911.12474.pdf>

Belbahri, M., Murua, A., Gandouet, O., and Partovi Nia, V. (2021) Uplift Regression : The R Package tools4uplift, <https://arxiv.org/pdf/1901.10867.pdf>

See Also

PerformanceUplift

Examples

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library(tools4uplift)
data("SimUplift")

model <- BinUplift2d(SimUplift, "X1", "X2", "treat", "y")

#performance of the heat map uplift estimation on the training dataset
perf <- PerformanceUplift(data = model, treat = "treat", 
                  outcome = "y", prediction = "Uplift_X1_X2", 
                  equal.intervals = TRUE, nb.group = 5)
QiniArea(perf)

tools4uplift documentation built on Jan. 11, 2022, 3 a.m.