boottol: Bootstrap Tolerance Levels for Credit Scoring Validation Statistics

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.

Version: 2.0
Depends: R (≥ 3.1.2), boot, plyr
Published: 2015-03-13
Author: Garrett Schiltgen
Maintainer: Garrett Schiltgen <garrett.schiltgen at gmail.com>
License: GPL-2
NeedsCompilation: no
CRAN checks: boottol results

Downloads:

Reference manual: boottol.pdf
Package source: boottol_2.0.tar.gz
Windows binaries: r-devel: boottol_2.0.zip, r-release: boottol_2.0.zip, r-oldrel: boottol_2.0.zip
OS X El Capitan binaries: r-release: boottol_2.0.tgz
OS X Mavericks binaries: r-oldrel: boottol_2.0.tgz
Old sources: boottol archive

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