Kolmogorov.Smirnov: Calculate Kolmogorov-Smirnov Statistic for a Given Scoring...

Description Usage Arguments Examples

Description

This function allows the calculation of the KS for a given scoring data.

Usage

1
Kolmogorov.Smirnov(data, default_flag, PD)

Arguments

data

A data set needs to be specified.

default_flag

The default flag needs to specified as string.

PD

The PD variable needs to be specified.

Examples

1
Kolmogorov.Smirnov(model_data, "Default_f", "PD")

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