integrated_difference {maq}R Documentation

Get estimate of the area between two Qini curves with paired standard errors.

Description

Given two Qini curves, QaQ_a and QbQ_b, and a maximum spend Bˉ\bar B, get an estimate of the integrated difference 0Bˉ(Qa(B)Qb(B))dB\int_{0}^{\bar B} (Q_a(B) - Q_b(B))dB.

Usage

integrated_difference(object.lhs, object.rhs, spend)

Arguments

object.lhs

A maq object QaQ_a to subtract from.

object.rhs

A maq object QbQ_b to subtract with.

spend

The spend level Bˉ\bar B.

Value

An estimate of the area between the two curves along with standard errors.


[Package maq version 0.4.0 Index]