data


This data was randomly generated. The Target varible is binary. The Score variable ranges from 0-90 in intervals of 10.


datasets

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.

Garrett Schiltgen

boottol

Bootstrap Tolerance Levels for Credit Scoring Validation
Statistics

data function

A data frame with 5000 observations on the following 3 variables.
  <dl>
    <dt><code>Id</code></dt><dd>a numeric vector</dd> <dt><code>Target</code></dt><dd>a numeric vector</dd> <dt><code>Score</code></dt><dd>a numeric vector</dd> </dl> 

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

Description

Usage

Arguments

Format

Examples