adimajo/scoring: Credit Scoring tools

This package aims at regroupping essential tools for credit scoring. These statistical tools may be useful for other use-cases as well but were primarly designed for it. First, there are Reject Inference methods' functions, although it was shown they do not convey any good asymptotical properties. Second, we build upon the already CRAN-available package "discretization" to and add our own discretization method. Third, we provide a way.

Getting started

Package details

AuthorAdrien Ehrhardt [aut, cre]
MaintainerAdrien Ehrhardt <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
adimajo/scoring documentation built on Jan. 13, 2018, 1:03 p.m.