CRAN/E | rawKS

rawKS

Easily Get True-Positive Rate and False-Positive Rate and KS Statistic

Installation

About

The Kolmogorov-Smirnov (K-S) statistic is a standard method to measure the model strength for credit risk scoring models. This package calculates the K–S statistic and plots the true-positive rate and false-positive rate to measure the model strength. This package was written with the credit marketer, who uses risk models in conjunction with his campaigns. The users could read more details from Thrasher (1992) doi:10.1002/dir.4000060408 and 'pyks' .

Key Metrics

Version 0.1.0
R ≥ 2.10
Published 2020-02-06 1710 days ago
Needs compilation? no
License MIT
License File
CRAN checks rawKS results

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Maintainer

Maintainer

Jiaxiang Li

Authors

Jiaxiang Li

aut / cre

Material

README
NEWS
Reference manual
Package source

Vignettes

intro

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 2.10

Imports

dplyr
magrittr
ROCR
ggplot2
tidyr

Suggests

knitr
rmarkdown