boottol: Bootstrap Tolerance Levels for Credit Scoring Validation Statistics

Used to create bootstrap tolerance levels for the Kolmogorov-Smirnov (KS) statistic, the area under receiver operator characteristic curve (AUROC) statistic, and the Gini coefficient for each score cutoff. Also provides a bootstrap alternative to the Vasicek test.

Version:	2.0
Depends:	R (≥ 3.1.2), boot, plyr
Published:	2015-03-13
Author:	Garrett Schiltgen
Maintainer:	Garrett Schiltgen <garrett.schiltgen at gmail.com>
License:	GPL-2
NeedsCompilation:	no
CRAN checks:	boottol results

Documentation:

Reference manual:

boottol.pdf

Downloads:

Package source:	boottol_2.0.tar.gz
Windows binaries:	r-devel: boottol_2.0.zip, r-release: boottol_2.0.zip, r-oldrel: boottol_2.0.zip
macOS binaries:	r-release (arm64): boottol_2.0.tgz, r-oldrel (arm64): boottol_2.0.tgz, r-release (x86_64): boottol_2.0.tgz, r-oldrel (x86_64): boottol_2.0.tgz
Old sources:	boottol archive

Linking:

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