bayesian.calibration: Bayesian Calibration

Description Usage Arguments Examples

Description

This function allows to make model calibration for a model with bayesian method.

Usage

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bayesian.calibration(data, average_score, total_observations, PD,
  central_tendency, calibration_data, calibration_data_score)

Arguments

data

The master scale data needs to be specified.

average_score

Average score variable in master scale data needs to be specified.

total_observations

Total observations variable in master scale data needs to be specified.

PD

PD variable in master scale data needs to be specified.

central_tendency

The central tendency which is the calibration target needs to be specified.

calibration_data

The scoring model data needs to be specified.

calibration_data_score

The score variable in calibration data needs to be specified to apply calibration.

Examples

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bayesian.calibration(master_scale_data,"Score", "Total_obs", "PD", 0.06, model_data, "score")

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