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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.
Getting started
Browse package contents
Package details |
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| Author | Garrett Schiltgen |
| Maintainer | Garrett Schiltgen <garrett.schiltgen@gmail.com> |
| License | GPL-2 |
| Version | 2.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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