crossValidation: Cross Validation for Score Model

In xxzcool/scoremodel: Credit Scoring Modeling Toolbox

Description

crossValidation is a easy to use function of t times k folds cross validation for score model. The woe will be recomputed at every time and fold validation.

Usage

crossValidation(df, t = 1, k = 10, ifprint = TRUE)

Arguments

df	A dataframe only with Xs and Y variables, and the last variable must be Y, and all the X variables have been binned, but have not been woe-encoded.
t	An integer, means t times, default 1.
k	An integer, means k folds, default 10.
ifprint	Logical, whether to print the intermediate results, default TRUE.

Details

this function will cost much time if you set t and k too large, t=1 and k=10 is recommended.

Value

A vector contains average of train and test ks value

See Also

Other model performance functions: Curve_Data, myCurves, myks

xxzcool/scoremodel documentation built on May 4, 2019, 10:56 a.m.