boottol: Bootstrap Tolerance Levels for Credit Scoring Validation Statistics

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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.

Author
Garrett Schiltgen
Date of publication
2015-03-13 00:18:59
Maintainer
Garrett Schiltgen <garrett.schiltgen@gmail.com>
License
GPL-2
Version
2.0

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Man pages

boottol
Bootstrap Percentile Confidence Intervals.
data
Bootstrap Tolerance Levels for Credit Scoring Validation...
vasdata
Bootstrap Tolerance Levels for Credit Scoring Validation...
vastol
Bootstrap Alternative to Vasicek Test.

Files in this package

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