Adjusted.Binomial.test: Adjusted Binomial Test

In ayhandis/creditR: A Credit Risk Scoring and Validation Package

Description

This function allows to perform adjusted binomial test on master scale data.

Usage

Adjusted.Binomial.test(rating_scale_data, total_observations, PD, DR,
  confidence_level = 0.9, tail = "one", r = 0.4)

Arguments

rating_scale_data	A master scale data set needs to be specified.
total_observations	Total observations variable needs to be specified
PD	PD variable needs to be specified.
DR	Default rate variable needs to be specified.
confidence_level	A confidence level needs to be set. Default value is 0.90.
tail	Tail preference of the test needs to be specified.The default value is "one". The other value could be defined as "two".
r	The default correlation between rating grades needs to be specified. The default value is 0.40.

Examples

Adjusted.Binomial.test(master_scale_data,"Tot_obs", "PD", "Default_rate", 0.95, "two", 0.30)

ayhandis/creditR documentation built on May 9, 2019, 8:41 a.m.