vif.calc: Variance Inflation Factor

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

Description

This function allows the calculation VIF for a given model.

Usage

vif.calc(mod)

Arguments

mod	A model needs to be specified.

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)
vif.calc(glm( formula  = default_f~., family = binomial(link = "logit"), data = example_data))

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