Man pages for jbkunst/risk3r
Tools for credit risk modelling

apply_filtersApply consecutive filter expressions to a data frame and...
as.list.skim_dfAs list method for skim_df object
count_distr_maxGet the max proportion
creditCredit data
credit_woeCredit data in woe form
featsel_brute_forceAn iterative process to eliminate variables by confidence...
featsel_glmnetFeature selection via glmnet
featsel_loss_function_permutationsShortcut featsel_loss_function_permutations
featsel_stepforwardFeature selection vis stepwise forward
formula_from_reponse_and_predictors_namesGet formula from reponse and predictors names
gainGains
gg_model_rocPlot models
gg_woesPlot woes
hhiHerfindahl-Hirschman Index
hhi_labelGet labels for HHI. indexes
hmeqhmeq data
information_valueCalculate Information Value
iv_labelGet labels for Information Values
ksCalculate Kolmogorov-Smirnov statistic
metricsMetrics
model_metricsCalculate predictive metrics for glm models
model_partialsGet predictive indicator for partial models given a model
model_summary_variablesGet summary of model
model_terms_and_ciA broom::tidy for glm modelos with terms and confidence...
n_growthsNumber of up/growths
psi_labelGet labels for PSIs
psi_tableFunction to calculate the vector table given 2 vector of...
psi_vectorFunction to calculate the vector psi given 2 vector of counts
reponse_and_predictors_namesGet response and predictors names from model
risk3rRisk3r
risk3r-exportsrisk3r exported operators and S3 methods
roc_dataAuxiliar functions for data plots
rsiRelative Strength Index (RSI) and Chande Momentum Oscillator...
vif_labelGet labels for VIF values
woebin2woebin fix for windows
woebin_cor_ivCreate a tidy data frame with a correlations and IV
woebin_ctreeInterface scorecard::woebin for partykiy::ctree
woebin_ply_minMinimalistic version of scorecard::woebin_ply
woebin_summaryGet scorecard's woe_bin summary
woeswoes from credit data
jbkunst/risk3r documentation built on March 19, 2024, 10:49 p.m.