cc_defaults: default of credit card clients
In jmsallan/BAdatasets: Datasets for a Business Analytics Course

cc_defaults

R Documentation

default of credit card clients

Description

A dataset of default payments in Taiwan, used in Yeh, I. C., & Lien, C. H. (2009). The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients. Expert Systems with Applications, 36(2), 2473-2480.

Usage

cc_defaults

Format

A data frame with 30000 observations. I have relabelled variables according to its meaning, and the definition provided in the paper. Reader should examine them beforehand, as some inconsistencies may occur.

limit_bal: Amount of the given credit (NT dollar): it includes both the individual consumer credit and his/her family (supplementary) credit.
sex: Gender, enconded as a factor with levels: male, female.
education: Education, a factor with levels: unkonwn, graduate, university, high_school, others.
marriage: Marital status, a factor with levels: unknown, married, single.
age: Age, in years.
pay_sep-pay_abr: History of past payment. We tracked the past monthly payment records (from April to September, 2005) as follows: pay_sep = the repayment status in September, 2005; pay_aug = the repayment status in August, 2005; ...; pay_apr = the repayment status in April, 2005. The measurement scale for the repayment status is: -2: No consumption; -1: Paid in full; 0: The use of revolving credit; 1 = payment delay for one month; 2 = payment delay for two months; . . .; 8 = payment delay for eight months; 9 = payment delay for nine months and above.
bill_amt_sep-bill_amt_apr: Amount of bill statement (NT dollar). bill_amt_sep = amount of bill statement in September, 2005; bill_amt_aug = amount of bill statement in August, 2005; ...; bill_amt_apr = amount of bill statement in April, 2005.
pay_amt_sep-pay_amt_apr: Amount of previous payment (NT dollar). pay_amt_sep = amount paid in September, 2005; pay_amt_aug = amount paid in August, 2005; ...;pay_amt_apr = amount paid in April, 2005.
default: The target variable, indicating if the customer has defaulted or not, a factor with levels yes, no.