rawKS: Easily Get True-Positive Rate and False-Positive Rate and KS Statistic
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' <https://pypi.org/project/pyks/>.
| Version: | 0.1.0 |
| Depends: | R (≥ 2.10) |
| Imports: | dplyr, magrittr, ROCR, ggplot2, tidyr |
| Suggests: | knitr, rmarkdown |
| Published: | 2020-02-06 |
| DOI: | 10.32614/CRAN.package.rawKS |
| Author: | Jiaxiang Li  [aut,
cre] |
| Maintainer: | Jiaxiang Li <alex.lijiaxiang at foxmail.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | rawKS results |
Documentation:
| Reference manual: | rawKS.html , rawKS.pdf |
| Vignettes: |
intro (source, R code) |
Downloads:
| Package source: | rawKS_0.1.0.tar.gz |
| Windows binaries: | r-devel: rawKS_0.1.0.zip, r-release: rawKS_0.1.0.zip, r-oldrel: rawKS_0.1.0.zip |
| macOS binaries: | r-release (arm64): rawKS_0.1.0.tgz, r-oldrel (arm64): rawKS_0.1.0.tgz, r-release (x86_64): rawKS_0.1.0.tgz, r-oldrel (x86_64): rawKS_0.1.0.tgz |
Linking:
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