[R] R example of Mahalanobis, Kolmogrov, ROC, Gini, Delta

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From: Maria Gu (godbless_maria@hotmail.com)
Date: Fri 07 May 2004 - 10:49:57 EST


Message-id: <BAY2-F73D5euwdUTaGm00005ad4@hotmail.com>

Dear R helpers:

I have another question regarding "R" command. It is also measuring Credit
Scoring.

I need to measure the classifying method for customer's credit score. (ex.
regression line by Fisher)

If credit card company already classify their customers credit :
Good customers / Bad customers
[by using regression line; ex) inside of line: Good/ outside: Bad]

And I found out from the statistics book that there are following method
also used to "measure" if credit card company's classification method is
proper or not.

-Mahalanobis distance
-Kolmogorov-smirnow statistics
-ROC curve
-Gini coefficient
-Delta approach

Actually,I have not heard of these method and I also need to make some "R"
command using some of this statistical method to measure classification. Any
example is fine! I just want to look at how these method can be used to
measure any data classification!
Please let me know any R command you can think of!
I hope I won't bother you a lot and I appreciate your help this time, too!!!

Thank you!
Have a nice day!

True blessings,

Maria Gu
SFSU MBA
510-418-1240

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