MetricsWeighted: gini_coefficient – R documentation

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gini_coefficient

Gini Coefficient

Description

Calculates weighted Gini coefficient, obtained as 2 * AUC - 1. Up to ties in predicted equivalent to Somer's D. The larger the Gini coefficient, the better.

Usage

gini_coefficient(actual, predicted, w = NULL, ...)

Arguments

`actual`	Observed values (0 or 1).
`predicted`	Predicted values of any value (not necessarly between 0 and 1).
`w`	Optional case weights.
`...`	Further arguments passed to `AUC`.

Value

A numeric vector of length one.

Examples

gini_coefficient(c(0, 0, 1, 1), 2 * c(0.1, 0.1, 0.9, 0.8))
gini_coefficient(c(0, 0, 1, 1), c(0.1, 0.6, 0.9, 0.5))
gini_coefficient(c(0, 0, 1, 1), c(0.1, 0.6, 0.9, 0.5), w = 1:4)

MetricsWeighted

Weighted Metrics, Scoring Functions and Performance Measures for Machine Learning

v0.5.2

GPL (>= 2)

Authors

Michael Mayer [aut, cre, cph], Christian Lorentzen [ctb, rev]

Initial release

2021-04-16