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.

AuthorGarrett Schiltgen
Date of publication2015-03-13 00:18:59
MaintainerGarrett Schiltgen <garrett.schiltgen@gmail.com>
LicenseGPL-2
Version2.0

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Files

boottol
boottol/NAMESPACE
boottol/data
boottol/data/vasdata.rda
boottol/data/data.rda
boottol/R
boottol/R/boottol.R boottol/R/vastol.R
boottol/MD5
boottol/DESCRIPTION
boottol/man
boottol/man/boottol.Rd boottol/man/vasdata.Rd boottol/man/data.Rd boottol/man/vastol.Rd

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