Gini index is a measure of inequality and was developed to measure income inequality in labour market. In the predictive model, Gini Index is used for measuring discriminatory power.
blr_gini_index(model, data = NULL)
An object of class
Siddiqi N (2006): Credit Risk Scorecards: developing and implementing intelligent credit scoring. New Jersey, Wiley.
Müller M, Rönz B (2000): Credit Scoring using Semiparametric Methods. In: Franke J, Härdle W, Stahl G (Eds.): Measuring Risk in Complex Stochastic Systems. New York, Springer-Verlag.