boottol: Bootstrap Percentile Confidence Intervals.

Description Usage Arguments References Examples

View source: R/boottol.R

Description

Creates 100(1-alpha) percent bootstrap percentile confidence intervals around the KS, AUROC, and Gini statistics.

Usage

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boottol(score, target, bootsamp, lltml, grp, alpha)

Arguments

score

- The score groupings.

target

- The binary target variable.

bootsamp

- How many bootstrap samples to be computed. When bootsamp is too low, a warning will be produced.

lltml

- If the score is rank ordered least likely to most likely then set equal to 1.

grp

- An integer value of how the scores are grouped.

alpha

- Confidence level.

References

[1] Anderson, R., “The Credit Scoring Toolkit Theory and Practice for Retail Credit Risk Management and Decision Automation," Oxford University Press, Oxford, NY, 2007.

Examples

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data("data")
## Not run: tol.level=boottol(score=data$Score,target=data$Target
,bootsamp=2000,lltml=1,grp=10, alpha=0.99)
## End(Not run)

boottol documentation built on May 29, 2017, 12:22 p.m.

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