QiniArea function

Qini coefficient

Qini coefficient

Computes the area under the Qini curve.

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.

Returns

the Qini or the adjusted Qini coefficient

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. (2019) Uplift Regression, https://dms.umontreal.ca/~murua/research/UpliftRegression.pdf

Author(s)

Mouloud Belbahri

See Also

PerformanceUplift

Examples

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)
  • Maintainer: Mouloud Belbahri
  • License: GPL-2 | GPL-3
  • Last published: 2021-01-06

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