integrated_difference {maq}

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

Description

Given two Qini curves, Q_a and Q_b, and a maximum spend \bar B, get an estimate of the integrated difference \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 Q_a to subtract from.

object.rhs

A maq object Q_b to subtract with.

spend

The spend level \bar B.

Value

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