A user implemented a Gini coefficient in Python
def gini(x):
# Mean absolute difference.
mad = np.abs(np.subtract.outer(x, x)).mean()
# Relative mean absolute difference
rmad = mad / np.mean(x)
# Gini coefficient is half the relative mean absolute difference.
return 0.5 * rmad
How is it possible to adjust to take an array of weights as a second vector?
For example
gini([1, 2, 3]) # No weight: 0.22.
gini([1, 1, 1, 2, 2, 3]) # Manually weighted: 0.23.
gini([1, 2, 3], weight=[3, 2, 1]) # Should also give 0.23.
In such case the calculation of mad need to be replaced by the following code
x = np.array([1, 2, 3, 6])
c = np.array([2, 3, 1, 2])
count = np.multiply.outer(c, c)
mad = np.abs(np.subtract.outer(x, x) * count).sum() / count.sum()
np.mean(x)can be replaced by
np.average(x, weights=c)
Below is the full function
def gini(x, weights=None):
if weights is None:
weights = np.ones_like(x)
count = np.multiply.outer(weights, weights)
mad = np.abs(np.subtract.outer(x, x) * count).sum() / count.sum()
rmad = mad / np.average(x, weights=weights)
return 0.5 * rmad
For checking the result, gini2() uses Numpy.repeat() to repeat elements
def gini2(x, weights=None):
if weights is None:
weights = np.ones(x.shape[0], dtype=int)
x = np.repeat(x, weights)
mad = np.abs(np.subtract.outer(x, x)).mean()
rmad = mad / np.mean(x)
return 0.5 * rmad