smbinning.monotonic: Monotonic Binning

In smbinning: Scoring Modeling and Optimal Binning

Description

It gives the user the ability to impose a monotonic trend for good/bad rates per bin.

Usage

smbinning.monotonic(df, y, x, p = 0.05)

Arguments

df	A data frame.
y	Binary response variable (0,1). Integer (int) is required. Name of y must not have a dot. Name "default" is not allowed.
x	Continuous characteristic. At least 5 different values. Value Inf is not allowed. Name of x must not have a dot.
p	Percentage of records per bin. Default 5% (0.05).

Value

The command smbinning.monotonic generates and object containing the necessary info and utilities for binning. The user should save the output result so it can be used with smbinning.plot, smbinning.sql, and smbinning.gen.

Examples

# Load library and its dataset
library(smbinning) # Load package and its data

# Example 1: Monotonic Binning (Increasing Good Rate per Bin)
smbinning(df=smbsimdf2,y="fgood2",x="chr2",p=0.05)$ivtable # Run regular binning
smbinning.monotonic(df=smbsimdf2,y="fgood2",x="chr2",p=0.05)$ivtable # Run monotonic binning
 
# Example 2: Monotonic Binning (Decreasing Good Rate per Bin)
smbinning(df=smbsimdf2,y="fgood3",x="chr3",p=0.05)$ivtable # Run regular binning
smbinning.monotonic(df=smbsimdf2,y="fgood3",x="chr3",p=0.05)$ivtable # Run monotonic binning

Example output

Loading required package: sqldf
Loading required package: gsubfn
Loading required package: proto
Loading required package: RSQLite
Loading required package: partykit
Loading required package: grid
Loading required package: libcoin
Loading required package: mvtnorm
Loading required package: Formula
Warning message:
no DISPLAY variable so Tk is not available 
    Cutpoint CntRec CntGood CntBad CntCumRec CntCumGood CntCumBad PctRec
1 <= 30.1022    173      28    145       173         28       145 0.0692
2 <= 39.5405    290     127    163       463        155       308 0.1160
3 <= 44.9982    253     197     56       716        352       364 0.1012
4 <= 49.9464    296      58    238      1012        410       602 0.1184
5 <= 57.6759    449     412     37      1461        822       639 0.1796
6 <= 75.7161    638     622     16      2099       1444       655 0.2552
7  > 75.7161    125      63     62      2224       1507       717 0.0500
8    Missing    276     190     86      2500       1697       803 0.1104
9      Total   2500    1697    803        NA         NA        NA 1.0000
  GoodRate BadRate    Odds  LnOdds     WoE     IV
1   0.1618  0.8382  0.1931 -1.6445 -2.3928 0.3926
2   0.4379  0.5621  0.7791 -0.2496 -0.9978 0.1279
3   0.7787  0.2213  3.5179  1.2579  0.5096 0.0236
4   0.1959  0.8041  0.2437 -1.4118 -2.1601 0.5664
5   0.9176  0.0824 11.1351  2.4101  1.6618 0.3269
6   0.9749  0.0251 38.8750  3.6604  2.9121 1.0093
7   0.5040  0.4960  1.0161  0.0160 -0.7323 0.0294
8   0.6884  0.3116  2.2093  0.7927  0.0444 0.0002
9   0.6788  0.3212  2.1133  0.7483  0.0000 2.4763
    Cutpoint CntRec CntGood CntBad CntCumRec CntCumGood CntCumBad PctRec
1 <= 30.1022    173      28    145       173         28       145 0.0692
2 <= 39.5405    290     127    163       463        155       308 0.1160
3 <= 49.9464    549     255    294      1012        410       602 0.2196
4  > 49.9464   1212    1097    115      2224       1507       717 0.4848
5    Missing    276     190     86      2500       1697       803 0.1104
6      Total   2500    1697    803        NA         NA        NA 1.0000
  GoodRate BadRate   Odds  LnOdds     WoE     IV
1   0.1618  0.8382 0.1931 -1.6445 -2.3928 0.3926
2   0.4379  0.5621 0.7791 -0.2496 -0.9978 0.1279
3   0.4645  0.5355 0.8673 -0.1423 -0.8906 0.1922
4   0.9051  0.0949 9.5391  2.2554  1.5071 0.7584
5   0.6884  0.3116 2.2093  0.7927  0.0444 0.0002
6   0.6788  0.3212 2.1133  0.7483  0.0000 1.4713
    Cutpoint CntRec CntGood CntBad CntCumRec CntCumGood CntCumBad PctRec
1 <= 30.1022    173     145     28       173        145        28 0.0692
2 <= 39.5405    290     163    127       463        308       155 0.1160
3 <= 44.9982    253      56    197       716        364       352 0.1012
4 <= 49.9464    296     238     58      1012        602       410 0.1184
5 <= 57.6759    449      37    412      1461        639       822 0.1796
6 <= 75.7161    638      16    622      2099        655      1444 0.2552
7  > 75.7161    125      62     63      2224        717      1507 0.0500
8    Missing    276      86    190      2500        803      1697 0.1104
9      Total   2500     803   1697        NA         NA        NA 1.0000
  GoodRate BadRate   Odds  LnOdds     WoE     IV
1   0.8382  0.1618 5.1786  1.6445  2.3928 0.3926
2   0.5621  0.4379 1.2835  0.2496  0.9978 0.1279
3   0.2213  0.7787 0.2843 -1.2579 -0.5096 0.0236
4   0.8041  0.1959 4.1034  1.4118  2.1601 0.5664
5   0.0824  0.9176 0.0898 -2.4101 -1.6618 0.3269
6   0.0251  0.9749 0.0257 -3.6604 -2.9121 1.0093
7   0.4960  0.5040 0.9841 -0.0160  0.7323 0.0294
8   0.3116  0.6884 0.4526 -0.7927 -0.0444 0.0002
9   0.3212  0.6788 0.4732 -0.7483  0.0000 2.4763
    Cutpoint CntRec CntGood CntBad CntCumRec CntCumGood CntCumBad PctRec
1 <= 30.1022    173     145     28       173        145        28 0.0692
2 <= 39.5405    290     163    127       463        308       155 0.1160
3 <= 49.9464    549     294    255      1012        602       410 0.2196
4  > 49.9464   1212     115   1097      2224        717      1507 0.4848
5    Missing    276      86    190      2500        803      1697 0.1104
6      Total   2500     803   1697        NA         NA        NA 1.0000
  GoodRate BadRate   Odds  LnOdds     WoE     IV
1   0.8382  0.1618 5.1786  1.6445  2.3928 0.3926
2   0.5621  0.4379 1.2835  0.2496  0.9978 0.1279
3   0.5355  0.4645 1.1529  0.1423  0.8906 0.1922
4   0.0949  0.9051 0.1048 -2.2554 -1.5071 0.7584
5   0.3116  0.6884 0.4526 -0.7927 -0.0444 0.0002
6   0.3212  0.6788 0.4732 -0.7483  0.0000 1.4713

smbinning documentation built on May 1, 2019, 10:06 p.m.