Description Usage Arguments Value Examples
Often models are developed using multiple periods in time for a number of reasons. For example, to avoid seasonality, to increase the size of the population, and some others. With a metrics like the Population Stability Index (PSI), users can check if there is a significant variation in the distribution of a certain feature by partition (usually time) using the first one as the reference.
1 | smbinning.psi(df, y, x)
|
df |
Data frame. |
y |
Column name the indicates the different partitions. |
x |
Feature to be evaluated in terms of stability (It must be factor). |
Three crosstabs by feature and period that show the frequency (psicnt), percentage (psipct) and PSI (psimg), and a plot for the analyzed characteristic.
1 2 3 4 5 | # Load library and its dataset
library(smbinning)
# Check stability for income
smbinning.psi(df=smbsimdf1,y="period",x="inc")
|
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
$psicnt
2017-12-31 2018-01-31 2018-02-28 2018-03-31 2018-04-30 2018-05-31
W01 11 14 17 15 8 21
W02 9 19 18 11 19 8
W03 16 19 17 14 20 19
W04 23 14 17 14 16 18
W05 20 13 14 20 12 23
W06 25 30 30 23 22 29
W07 32 18 19 26 23 24
W08 32 23 35 37 35 37
W09 36 34 32 37 30 36
W10 28 37 30 22 25 30
<NA> 24 13 26 25 22 23
2018-06-30 2018-07-31 2018-08-31 2018-09-30
W01 22 12 8 16
W02 9 16 9 11
W03 24 11 19 27
W04 22 14 10 19
W05 13 13 17 18
W06 23 39 17 26
W07 22 23 26 25
W08 43 42 47 37
W09 34 29 32 36
W10 31 25 27 30
<NA> 16 30 23 18
$psipct
2017-12-31 2018-01-31 2018-02-28 2018-03-31 2018-04-30 2018-05-31
W01 0.04296875 0.05982906 0.06666667 0.06147541 0.03448276 0.07835821
W02 0.03515625 0.08119658 0.07058824 0.04508197 0.08189655 0.02985075
W03 0.06250000 0.08119658 0.06666667 0.05737705 0.08620690 0.07089552
W04 0.08984375 0.05982906 0.06666667 0.05737705 0.06896552 0.06716418
W05 0.07812500 0.05555556 0.05490196 0.08196721 0.05172414 0.08582090
W06 0.09765625 0.12820513 0.11764706 0.09426230 0.09482759 0.10820896
W07 0.12500000 0.07692308 0.07450980 0.10655738 0.09913793 0.08955224
W08 0.12500000 0.09829060 0.13725490 0.15163934 0.15086207 0.13805970
W09 0.14062500 0.14529915 0.12549020 0.15163934 0.12931034 0.13432836
W10 0.10937500 0.15811966 0.11764706 0.09016393 0.10775862 0.11194030
<NA> 0.09375000 0.05555556 0.10196078 0.10245902 0.09482759 0.08582090
2018-06-30 2018-07-31 2018-08-31 2018-09-30
W01 0.08494208 0.04724409 0.03404255 0.06083650
W02 0.03474903 0.06299213 0.03829787 0.04182510
W03 0.09266409 0.04330709 0.08085106 0.10266160
W04 0.08494208 0.05511811 0.04255319 0.07224335
W05 0.05019305 0.05118110 0.07234043 0.06844106
W06 0.08880309 0.15354331 0.07234043 0.09885932
W07 0.08494208 0.09055118 0.11063830 0.09505703
W08 0.16602317 0.16535433 0.20000000 0.14068441
W09 0.13127413 0.11417323 0.13617021 0.13688213
W10 0.11969112 0.09842520 0.11489362 0.11406844
<NA> 0.06177606 0.11811024 0.09787234 0.06844106
$psimg
2017-12-31 2018-01-31 2018-02-28 2018-03-31 2018-04-30 2018-05-31
W01 0.00000000 0.00558107 0.01040888 0.00662842 0.00186703 0.02126261
W02 0.00000000 0.03853901 0.02469826 0.00246833 0.03952615 0.00086794
W03 0.00000000 0.00489302 0.00026891 0.00043813 0.00762375 0.00105818
W04 0.00000000 0.01220339 0.00691528 0.01455897 0.00552157 0.00659821
W05 0.00000000 0.00769452 0.00819218 0.00018446 0.01088733 0.00072305
W06 0.00000000 0.00831473 0.00372300 0.00012005 0.00008314 0.00108282
W07 0.00000000 0.02334172 0.02612277 0.00294400 0.00599487 0.01182153
W08 0.00000000 0.00642055 0.00114615 0.00514649 0.00486342 0.00129777
W09 0.00000000 0.00015283 0.00172339 0.00083057 0.00094909 0.00028845
W10 0.00000000 0.01796581 0.00060309 0.00371067 0.00002407 0.00005947
<NA> 0.00000000 0.01998517 0.00068935 0.00077363 0.00001232 0.00070069
PSI 0.00000000 0.14509182 0.08449126 0.03780372 0.07735274 0.04576072
2018-06-30 2018-07-31 2018-08-31 2018-09-30
W01 0.02860468 0.00040554 0.00207857 0.00621292
W02 0.00000474 0.01623409 0.00026890 0.00115834
W03 0.01187906 0.00704093 0.00472434 0.01993106
W04 0.00027500 0.01696673 0.03534105 0.00383745
W05 0.01235803 0.01139565 0.00044499 0.00128154
W06 0.00084134 0.02529051 0.00759653 0.00001473
W07 0.01547614 0.01110625 0.00175281 0.00819948
W08 0.01164293 0.01129021 0.03525027 0.00185398
W09 0.00064342 0.00551202 0.00014340 0.00010097
W10 0.00092981 0.00115505 0.00027165 0.00019720
<NA> 0.01333683 0.00562689 0.00017739 0.00796368
PSI 0.09599198 0.11202387 0.08804990 0.05075135
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