psi: PSI

In jbkunst/riskr: Functions to Facilitate the Evaluation, Monitoring and Modeling process

Description

Calculation of Population Stability Index (PSI)

Usage

psi(actual, new)

Arguments

actual	A vector of original distribution
new	A vector with the new distribution

Value

A list with psi index (value) a label and the table for with counts, percents, woe.

Examples

set.seed(1313)

actual <- sample(letters[1:3], size = 1000, prob = c(1,1,2), replace = TRUE)
new <- sample(letters[1:3], size = 3000, prob = c(1,2,2), replace = TRUE)

psi(actual, new)

jbkunst/riskr documentation built on May 18, 2019, 7 p.m.