get_cohort_base: get_cohort_base

In TheProfitTable/loanportr: Loan portfolio analysis in R

Description

Calculates the total balance by arrears and date for each segmenter variables.

Usage

get_cohort_base(data, default_definition, group_by_vector)

get_cohort_default(data, default_definition, group_by_vector)

Arguments

data	a monthly loan performance level data frame in standard data dictionary format
default_definition	the default definition applied to the loan portfolio
group_by_vector	Vector with string names of variables to be grouped by. Created in pd function.

Value

A data frame containing the sum of closing balance by pointintime_month, months_arrears smaller than the default definition, and the segmenter variables used.

Functions

• get_cohort_default: Calculates the total balance by arrears and date for each segmenter variables where the event (e.g. default) has occured.

Note

The cohort_base values essentially form the 'base' when doing PD calculations. cohort_base and cohort_default form the

Examples

get_cohort_base(df, 3, c("months_arrears", "pointintime_month"))

TheProfitTable/loanportr documentation built on May 28, 2019, 3:17 p.m.