scorecardModelUtils

R package scorecardModelUtils: Credit Scorecard Modelling Utils. Provides infrastructure functionalities such as missing value treatment, information value calculation, GINI calculation etc. which are used for developing a traditional credit scorecard as well as a machine learning based model. The functionalities defined are standard steps for any credit underwriting scorecard development, extensively used in financial domain.

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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