boottol (2.0)

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.

Maintainer: Garrett Schiltgen
Author(s): Garrett Schiltgen

License: GPL-2

Uses: Does not use any package

Released about 5 years ago.