QiniArea {tools4uplift}

Qini coefficient

Description

Computes the area under the Qini curve.

Usage

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.

Value

the Qini or the adjusted Qini coefficient

Author(s)

Mouloud Belbahri

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>

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)