riskr

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.

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References in zbMATH (referenced in 1 article )

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  1. Gero Szepannek: An Overview on the Landscape of R Packages for Credit Scoring (2020) arXiv