The riskr package facilitate credit scoring tasks such as measure the scores/models performance and make easy the scoring modelling process. There are function to: Measure in a simple way the performance of models via wrappers/shortcuts from ROCR functions. Visualize relationships between variables. Compute usual values in the credit scoring PSI, WOE, IV, KS, AUCROC, among others. Make easier the modelling and validation process.
Keywords for this software
References in zbMATH (referenced in 1 article )
Showing result 1 of 1.