loans_by_risk_quantile.int: Lending Club Loans by Risk Level (Quantile-Based Intervals)

In dataSDA: Datasets and Basic Statistics for Symbolic Data Analysis

Lending Club Loans by Risk Level (Quantile-Based Intervals)

Description

Interval-valued dataset of 35 Lending Club loan groups stratified by risk level (A1–G5). Intervals represent the 10th to 90th percentile range of each financial variable within each risk subgrade.

Usage

data(loans_by_risk_quantile.int)

Format

A symbolic data frame (symbolic_tbl) with 35 observations and 4 variables:

• ln-inc: Interval-valued log income.

• int-rate: Interval-valued interest rate.

• open-acc: Interval-valued number of open accounts.

• total-acc: Interval-valued total accounts.

Metadata

Sample size (n)	35
Variables (p)	4
Subject area	Finance
Symbolic format	Interval
Analytical tasks	Classification, Clustering

Source

MAINT.Data R package (LoansbyRiskLvs_qntlDt dataset).

References

Brito, P. and Duarte Silva, A.P. (2012). Modelling interval data with Normal and Skew-Normal distributions. Journal of Applied Statistics, 39(1), 3–20.

Original data from the MAINT.Data R package (LoansbyRiskLvs_qntlDt dataset).

Examples

data(loans_by_risk_quantile.int)

dataSDA documentation built on June 12, 2026, 9:06 a.m.