This function calculates the Gini index of a classification rule outputting probabilities. It is a classical metric in the context of Credit Scoring. It is equal to 2 times the AUC (Area Under ROC Curve) minus 1.

normalizedGini(actual, predicted)

## Arguments

actual The numeric binary vector of the actual labels observed. The vector of the probabilities predicted by the classification rule.

## Value

The Gini index of the predicted probabilities as a single num.

## Examples

normalizedGini(c(1, 1, 1, 0, 0), c(0.7, 0.9, 0.5, 0.6, 0.3))#> [1] 0.6666667