bin_data: Ordinal value and default indicator data

Description Usage Format

Description

A dataset containing the scores and default indicator of 200,000 obligors.

Usage

1

Format

A data frame with 200,000 rows and 2 variables:

score

the score is the ordinal value that indicates the relative default risk of the obligor. The higher the score, the lower is the predicted default risk as proposed by the rank ordering model

default

a default indicator where 1 implies default status (in the next 12-month period) and 0 indicates non-default status


rrunner/binsmlr documentation built on July 19, 2020, 12:41 a.m.