select_variables_pd: select_variables_pd

In TheProfitTable/loanportr: Loan portfolio analysis in R

Description

selects the necessary variables from the standard data set for pd calculations

Usage

select_variables_pd(data, segmenter_level = 1, segmenter_vector)

Arguments

data	a monthly loan performance level data frame in standard data dictionary format
segmenter_level	1, 2 or 3. Default = 1. When 1 then no segmentation will be done when doing vintage analysis. If 2, then segmentation will be done by to the variable entered as var1. If 3, then segmentation will be done by var1 and var2. It is very important to enter the correct value here.
segmenter_vector	segmenter variables used for PD calculation. A vector of variable names as strings.

Value

the input data frame with only the necessary variables.

Examples

df_select <- select_variables_pd(df, c("fico_bin"), 2)
df_select <- select_variables_pd(df,  1)

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