k.fold.cross.validation.glm: K Fold Cross Validation Gini

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

Description

This function allows to create k fold cross validation data sets.

Usage

k.fold.cross.validation.glm(model_data, default_flag, folds, seed_value)

Arguments

model_data	A data set needs to be specified.
default_flag	The default flag needs to specified as string.
folds	The number of folds desired needs to be specified.
seed_value	A seed value needs to specified for replicability.

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)
k.fold.cross.validation.glm(example_data, "default_f",10, 1)

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