JiaxiangBU/rawKS: Easily Get True-Positive Rate and False-Positive Rate and KS Statistic

The Kolmogorov-Smirnov (K-S) statistic is a standard method to measure the model strength for credit risk scoring models. This package calculates the K–S statistic and plots the true-positive rate and false-positive rate to measure the model strength. This package was written with the credit marketer, who uses risk models in conjunction with his campaigns. The users could read more details from Thrasher (1992) <doi:10.1002/dir.4000060408> and 'pyks' <https://pypi.org/project/pyks/>.

Getting started

Package details

LicenseMIT + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
JiaxiangBU/rawKS documentation built on Feb. 22, 2020, 10:27 a.m.