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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 ORCID iD [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.pdf
Vignettes: intro

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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