df.score: Application ScoreCard for Credit Risk Model

Description Usage Arguments Value

Description

This Function will create a application scorecard from the predicted probability of the logistic regression model. Suppose we have to Build an application scorecard with the good to bad odds of 10 to 1 at a score of 400 doubling every 20 points. So here Odd will be 10, pdo will be 20 and score will be 400.

Usage

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df.score(Applicant = NULL, PD = NULL, True_Label = NULL, score = NULL,
  pdo = NULL, Odd = NULL)

Arguments

Applicant

this the unique applicant id for which we are require to create a score card

PD

this is the predicted propability which is generated by using predict() function on logistic model.

True_Label

this will the actual label for which prediction is generated either from train or test data sets.

score

this is the maximum score that is given to the applicant who is very active in paying the debts owe to him.

pdo

this is the point to double the odds

Odd

this the good to bad odd

Value

the function will return a data frame with the scores along with all the above parameters


prk327/AtConP documentation built on May 26, 2019, 8:33 a.m.