Overview
Computing
A simple way to measure the effectiveness of your credit scoring is to just calculate the average default rate for each score. The result should be a nice monotonic curve, most likely approximating an exponential curve.
let cp = await import('/lib/finance/credit/v1.0.0/cap.mjs');
let data= [
{grade:1, default:0},
{grade:1, default:0},
{grade:1, default:1},
{grade:1, default:1},
{grade:1, default:0},
{grade:2, default:0},
{grade:2, default:1},
{grade:2, default:0},
{grade:3, default:0},
{grade:3, default:0},
{grade:3, default:0},
{grade:3, default:0},
];
let results = cp.cap(data, p=>p.grade);