我试图找到R函数来计算基尼系数和R中的AUC . 我找到了包 ROCR 和 MLmetrics . 通常你可以在AUC和Gini之间切换
基尼= 2 AUC -1
在下面的例子中,对于2个exaplantory变量的情况,这是正确的,但对于仅一个变量的情况则不是这样 .
这是包装中的缺陷吗?
library(ROCR)
library(MLmetrics)
data(cars)
## 2 explanatory variables
logreg
family = binomial(link = "logit"), data = mtcars)
pred = prediction(logreg$fitted.values, mtcars$vs)
auc_perf = performance( pred, measure = "auc" )
## both lines give 0.8968254
2*auc_perf@y.values[[1]]-1
Gini(y_pred = logreg$fitted.values, y_true = mtcars$vs)
plot( performance( pred, "tpr", "fpr" ) )
## 1 explanatory variable
logreg
family = binomial(link = "logit"), data = mtcars)
pred = prediction(logreg$fitted.values, mtcars$vs)