R : Copyright 2003, The R Development Core Team
Version 1.6.2  (2003-01-10)

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> invisible(options(echo = TRUE))
> set.seed(100);
> nobs <- 250;
> sdm <- 1.0;
> sde <- 0.3;
> 
> mx1  <- rnorm(n=nobs,mean=0.0,sd=sdm);
> mx2  <- (mx1+rnorm(n=nobs,mean=0.0,sd=sdm))/sqrt(2.0);
> 
> ex1  <- rnorm(n=nobs,mean=0.0,sd=sde);
> ex2  <- rnorm(n=nobs,mean=0.0,sd=sde);
> 
> bad <- 1.2*(1.0-mx1) + 0.2*(mx2-0.5)^2;
> 
> x1 <- plogis(mx1+ex1);
> x2 <- plogis(mx2+ex2);
> y  <- (bad>2.0);
> 
> FICO <- x1
> Pidx <- x2
> dflt <- y
> 
> mx1  <- rnorm(n=nobs,mean=0.0,sd=sdm);
> mx2  <- (mx1+rnorm(n=nobs,mean=0.0,sd=sdm))/sqrt(2.0);
> 
> ex1  <- rnorm(n=nobs,mean=0.0,sd=sde);
> ex2  <- rnorm(n=nobs,mean=0.0,sd=sde);
> 
> bad <- 1.2*(1.0-mx1) + 0.2*(mx2-0.5)^2;
> 
> x1 <- plogis(mx1+ex1);
> x2 <- plogis(mx2+ex2);
> y  <- (bad>2.0);
> 
> FICO <- c(FICO,x1)
> Pidx <- c(Pidx,x2)
> dflt <- c(dflt,y)
> 
> model <- data.frame(cbind(FICO,Pidx,dflt))
> idx <- seq(1,nobs,2)
> score <- model[idx,1:2]
> 
> write.table(model,file="model.csv",quote=F,sep=",",row.names=F)
> write.table(score,file="score.csv",quote=F,sep=",",row.names=F)
> 
> size <- 40;
> 
> grid <- mat.or.vec((size+1)*(size+1),2);
> for (j in 0:size) {
+ for (i in 0:size) {
+   ij <- (size+1)*j+i+1
+   grid[ij,1] <- i;
+   grid[ij,2] <- j;
+ }
+ }
> grid <- grid/(size+1);
> 
> gx1 <- grid[,1];
> gx2 <- grid[,2];
> 
> FICO <- gx1
> Pidx <- gx2
> 
> FICO <- c(FICO,gx1)
> Pidx <- c(Pidx,gx2)
> 
> grid <- data.frame(cbind(FICO,Pidx))
> 
> write.table(grid,file="grid.csv",quote=F,sep=",",row.names=F)
> 
> proc.time()
[1] 0.37 0.03 0.39 0.00 0.00
>