## Loan Default Demo AdapteR ##
if(!exists("connection")) {
stop("Please run demo(connecting) to create connection object \n")
}
options(debugSQL=FALSE)
#############################################################
vSampleDataTables <- suppressWarnings(SampleData(pTableName=getTestTableName("tblLoanData"),
pObsIDColumn="Loanid",
pTrainTableName="ARtblLoanDataTrain",
pTestTableName="ARtblLoanDataTest",
pTrainDataRatio=0.3,
pTemporary=FALSE,
pDrop=TRUE))
vTrainTableName <- vSampleDataTables["TrainTableName"]
vTestTableName <- vSampleDataTables["TestTableName"]
vtemp <- readline("Above: Using SampleData to create Train & Test Data\n ")
FLtbl <- FLTable(vTrainTableName,"Loanid",fetchIDs=FALSE)
FLTestTbl <- FLTable(vTestTableName,"Loanid",fetchIDs=FALSE)
vtemp <- readline("Above: wide FLTable object created, and the SQL SELECT statements they represent are printed. \n ")
head(FLtbl,n=10,display=TRUE)
vtemp <- readline("Above: Examining data structure using head \n ")
vCategoricalCols <- c("sub_grade","emp_name",
"emp_length","addr_city",
"addr_state","bc_util",
"earliest_cr_line")
vresFL <- glm(default_ind~.,
data=FLtbl,
pThreshold=0.5,
classSpec=list(term="36 months",
grade="A",
home_ownership="RENT",
is_inc_v="TRUE",
purpose="debt_consolidation"),
makeDataSparse=TRUE,
minStdDev=0.1,
maxCorrel=0.75,
performVarReduc=1,
excludeCols=vCategoricalCols)
vtemp <- readline("Above: Fitting glm model on data (Binomial family) excluding some columns\n ")
print(vresFL)
vtemp <- readline("Above: Print method on fitted object \n ")
head(vresFL$coefficients)
vtemp <- readline("Above: Examining the fitted coefficients \n ")
head(vresFL$residuals,n=10,display=TRUE)
vtemp <- readline("Above: Examining the residuals \n ")
summary(vresFL)
vtemp <- readline("Above: summary method on fitted object \n ")
FLfit <- predict(vresFL,FLTestTbl)
head(FLfit,n=10,display=TRUE)
vtemp <- readline("Above: Prediction on Test dataset \n ")
glm.roc <- roc(FLTestTbl$default_ind, FLfit)
glm.roc
vtemp <- readline("Above: Area under the Precision-Recall-Curve on Test dataset \n ")
plot(glm.roc, limit = 1000, main = "glm-roc")
vtemp <- readline("Above: Plotting the Precision-Recall-Curve on Test dataset \n ")
####### END #######
#### Thank You ####
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