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.

Install the latest version of this package by entering the following in R:
install.packages("boottol")
AuthorGarrett Schiltgen
Date of publication2015-03-13 00:18:59
MaintainerGarrett Schiltgen <garrett.schiltgen@gmail.com>
LicenseGPL-2
Version2.0

View on CRAN

Files

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

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