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

Maria Gu godbless_maria at hotmail.com
Fri May 7 02:49:57 CEST 2004


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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