binTest: Checking the performance of the bins created on test data

Description Usage Arguments Value Examples

View source: R/logiBin.R

Description

This function uses parallel processing to replicate the bins on test data. This can be used to check the stability of the variable.

Usage

1
binTest(binObj, testDf, y, xVars, nCores = 1)

Arguments

binObj

- An object returned by getBins or any other function (except createBins) in this package

testDf

- A data frame containing the test data

y

- The name of the dependent variable

xVars

- A vector names of variables which are to be tested

nCores

- The number of cores used for parallel processing. The default value is 1

Value

Returns a list containing 2 elements. The first is a data frame called varSummary which contains a summary of the performance of the variables on the test data including their IV value, entropy, flag which indicates if bad rate increases/decreases with variable value, flag to indicate if a monotonic trend is present, number of bins which flip (i.e. do not follow a monotonic trend), number of bins of the variable and a flag to indicate whether it includes pure nodes (node which do not have any defaults). The second element is a data frame called bin which contains details of all the bins of the variables.

Examples

1
2
b1 <- getBins(loanData, "bad_flag", c('LTV', 'balance'))
b2 <- binTest(b1, loanData[1:50,], "bad_flag", c('LTV', 'balance'))

logiBin documentation built on May 2, 2019, 2:01 p.m.