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

Package details

AuthorGarrett Schiltgen
MaintainerGarrett Schiltgen <[email protected]>
Package repositoryView on CRAN
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boottol documentation built on May 29, 2017, 12:22 p.m.