rawKS

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

CRAN Package

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) and 'pyks' .


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  • Depends1 package
  • Imports5 packages
  • Suggests2 packages