DoubleLift-python

Double Lift Charts in Python

Installation:

To install using pip: pip install DoubleLift

double_lift takes in the following 3 pandas series with the same index:

1. Actual Results
2. Model 1 Predictions
3. Model 2 Predictions

And creates a double lift chart similar to the description in CAS Monograph on GLM's.

The model_type argument can be set to "additive" (think Loss Cost) or "ratio" (think Loss Ratio).