scorecard: Credit Risk Scorecard

The `scorecard` package makes the development of credit risk scorecard easier and efficient by providing functions, such as information value, variable filter, optimal woe binning, scorecard scaling and performance evaluation etc. The references including: 1. Refaat, M. (2011, ISBN: 9781447511199). Credit Risk Scorecard: Development and Implementation Using SAS. 2. Siddiqi, N. (2006, ISBN: 9780471754510). Credit risk scorecards. Developing and Implementing Intelligent Credit Scoring.

Package details

AuthorShichen Xie [aut, cre]
MaintainerShichen Xie <[email protected]>
LicenseMIT + file LICENSE
Version0.1.9
URL https://github.com/ShichenXie/scorecard
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("scorecard")

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scorecard documentation built on Sept. 11, 2018, 9:03 a.m.