IV_elimination: Information Value Elimination

In ayhandis/creditR: A Credit Risk Scoring and Validation Package

Description

This function allows you to eliminate variables which have information value less than a given threshold for a given data set.

Usage

IV_elimination(data, default_flag, iv_threshold)

Arguments

data	A data set needs to be defined.
default_flag	Default flag must be specified as a string.
iv_threshold	The IV threshold must be specified in order to make an elimination.

Examples

default_f <- c('1','0','0', '1','1','0','0','1','1')
birth_year <- c(1980, 1985, 1971,1971,1985,1971,1980,1980,1985)
job <- c(1,1,2, 2,2,3,3,2,3)
example_data <- data.frame(default_f,birth_year,job)
IV_elimination(example_data,"default_f" ,0.50)

ayhandis/creditR documentation built on May 9, 2019, 8:41 a.m.