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:
Downloads:
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