Overview
Average Defaults per Score
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 gp = await import('/lib/group/v1.0.0/group.mjs');
let groups = gp.group(data, p=>p.score).(keys, list)=>{
return $list(list).map(p=>p.default).average();
}).toArray().map(p=>p.value);
Once you have the averages, you may want to fit those averages to an exponential.