lead_flag: lead_flag
In TheProfitTable/loanportr: Loan portfolio analysis in R
Description
Usage
Arguments
Value
Examples
Description
creates a lead variable for a flag based on the outcome period
(or loss_id_period in the case of PD calculations)
Usage
1
Arguments
data
a monthly loan performance level data frame in standard
data
dictionary format
outcome_period
period to look ahead in terms of event (flag). E.g. for
12 month PD this will be a loss identification period (LIP) of 12.
flag
the flag or event (could be default, settlement, write-off or any other permanent status)
Value
the input data frame with a parameter called lead_flag
Examples
1
2
TheProfitTable/loanportr documentation built on May 28, 2019, 3:17 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value Examples
Description
creates a lead variable for a flag based on the outcome period (or loss_id_period in the case of PD calculations)
Usage
1 |
Arguments
data |
a monthly loan performance level data frame in standard data dictionary format |
outcome_period |
period to look ahead in terms of event (flag). E.g. for 12 month PD this will be a loss identification period (LIP) of 12. |
flag |
the flag or event (could be default, settlement, write-off or any other permanent status) |
Value
the input data frame with a parameter called lead_flag
Examples
1 2 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.