woebin_cor_iv: Create a tidy data frame with a correlations and IV

In jbkunst/risk3r: Tools for credit risk modelling

Create a tidy data frame with a correlations and IV

Description

Create a tidy data frame with a correlations and IV

Usage

woebin_cor_iv(dt, bins, upper = FALSE, plot = TRUE)

Arguments

dt	A data frame to apply 'scorecard::woebin_ply' and calculate correlations.
bins	An output from 'scorecard::woebin' to create woe variables
upper	upper
plot	plot

Examples

if (FALSE) {
  data(germancredit, package = "scorecard")

  vars <- c(
    "creditability", "duration.in.month", "credit.history",
    "purpose", "status.of.existing.checking.account", "property"
  )

  dat <- germancredit[, vars]

  bins <- woebin2(dat, y = "creditability", stop_limit = 0.0000001)

  woebin_cor_iv(dat, bins)

  datcor <- woebin_cor_iv(dat, bins)

  library(dplyr)

  cor_limit <- 0.15

  datcor %>%
    filter(variable_1 != variable_2) %>%
    mutate(
      cor_conflict = ifelse(abs(cor) > cor_limit, TRUE, FALSE),
      variable_to_remove = ifelse(
        cor_conflict,
        ifelse(iv_variable_1 > iv_variable_2, variable_2, variable_1),
        NA
      )
    )
}

jbkunst/risk3r documentation built on March 19, 2024, 10:49 p.m.