scorecard: Credit Risk Scorecard

The `scorecard` package makes the development of credit risk scorecard easier and efficient by providing functions for some common tasks, such as data partition, variable selection, woe binning, scorecard scaling, performance evaluation and report generation. These functions can also used in the development of machine learning models. 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 <xie@shichen.name>
LicenseMIT + file LICENSE
Version0.4.3
URL https://github.com/ShichenXie/scorecard http://shichen.name/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 Aug. 8, 2023, 5:07 p.m.