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boottol (version 2.0)

Bootstrap Tolerance Levels for Credit Scoring Validation Statistics

Description

Used to create bootstrap tolerance levels for the Kolmogorov-Smirnov (KS) statistic, the area under receiver operator characteristic curve (AUROC) statistic, and the Gini coefficient for each score cutoff. Also provides a bootstrap alternative to the Vasicek test.

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Version

Install

install.packages('boottol')

Monthly Downloads

12

Version

2.0

License

GPL-2

Maintainer

Garrett Schiltgen

Last Published

March 12th, 2015

Functions in boottol (2.0)

Bootstrap Tolerance Levels for Credit Scoring Validation Statistics: Rank Order Statistics

Bootstrap Tolerance Levels for Credit Scoring Validation Statistics: Vasicek Test

Bootstrap Alternative to Vasicek Test.

Bootstrap Percentile Confidence Intervals.