scorecard2: Creating a Scorecard

In ShichenXie/scorecard: Credit Risk Scorecard

Creating a Scorecard

Description

scorecard2 creates a scorecard based on the results from woebin. It has the same function of scorecard, but without model object input and provided adjustment for oversampling.

Usage

scorecard2(bins, dt, y, x = NULL, points0 = 600, odds0 = 1/19,
  pdo = 50, basepoints_eq0 = FALSE, digits = 0, return_prob = FALSE,
  posprob_pop = NULL, posprob_sample = NULL, positive = "bad|1", ...)

Arguments

bins	Binning information generated from woebin function.
dt	A data frame with both x (predictor/feature) and y (response/label) variables.
y	Name of y variable.
x	Name of x variables. If it is NULL, then all variables in bins are used. Defaults to NULL.
points0	Target points, default 600.
odds0	Target odds, default 1/19. Odds = p/(1-p).
pdo	Points to Double the Odds, default 50.
basepoints_eq0	Logical, defaults to FALSE. If it is TRUE, the basepoints will equally distribute to each variable.
digits	The number of digits after the decimal point for points calculation. Default 0.
return_prob	Logical, defaults to FALSE. If it is TRUE, the predict probability will also return.
posprob_pop	Positive probability of population. Accepted range: 0-1, default to NULL. If it is not NULL, the model will adjust for oversampling.
posprob_sample	Positive probability of sample. Accepted range: 0-1, default to the positive probability of the input dt.
positive	Value of positive class, default "bad|1".
...	Additional parameters.

Value

A list of scorecard data frames

See Also

scorecard scorecard_ply

Examples

# load germancredit data
data("germancredit")
# filter variable via missing rate, iv, identical value rate
dtvf = var_filter(germancredit, "creditability")
# split into train and test
dtlst = split_df(dtvf, y = 'creditability')
# binning
bins = woebin(dtlst$train, "creditability")

# train only
## create scorecard
card1 = scorecard2(bins=bins, dt=dtlst$train, y='creditability')
## scorecard and predicted probability
cardprob1 = scorecard2(bins=bins, dt=dtlst$train, y='creditability', return_prob = TRUE)

# both train and test
## create scorecard
card2 = scorecard2(bins=bins, dt=dtlst, y='creditability')
## scorecard and predicted probability
cardprob2 = scorecard2(bins=bins, dt=dtlst, y='creditability', return_prob = TRUE)

ShichenXie/scorecard documentation built on April 17, 2024, 8:55 p.m.