Description Usage Arguments Value Functions Note Examples
Calculates the total balance by arrears and date for each segmenter variables.
1 2 3 | get_cohort_base(data, default_definition, group_by_vector)
get_cohort_default(data, default_definition, group_by_vector)
|
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. |
A data frame containing the sum of closing balance by pointintime_month, months_arrears smaller than the default definition, and the segmenter variables used.
get_cohort_default
: Calculates the total balance by arrears and date for each
segmenter variables where the event (e.g. default) has occured.
The cohort_base values essentially form the 'base' when doing PD calculations. cohort_base and cohort_default form the
1 | get_cohort_base(df, 3, c("months_arrears", "pointintime_month"))
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.