Description Usage Arguments References Examples
Creates 100(1-alpha) percent bootstrap percentile confidence intervals around the KS, AUROC, and Gini statistics.
1 | boottol(score, target, bootsamp, lltml, grp, alpha)
|
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. |
[1] Anderson, R., “The Credit Scoring Toolkit Theory and Practice for Retail Credit Risk Management and Decision Automation," Oxford University Press, Oxford, NY, 2007.
1 2 3 4 | 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)
|
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