psi: Compute the PSI Index of Score Model

In xxzcool/scoremodel: Credit Scoring Modeling Toolbox

Description

psi is an efficient and easy to use function computing model's PSI index(see details), return a numeric.

Usage

psi(p1, p2, bins = 10, binMethod = "EF")

Arguments

p1	A vector of prediction in train data.
p2	A vector of prediction in test data.
bins	An integer, set the number of binnings, default 10.
binMethod	A character string, specify the binning method, must be one of c("EF","EI"), "EF" means equal-frequency(default), "EI" means equal-interval.

Details

generally, when PSI < 0.1, model is highly stable; when 0.1-0.25, the stability of model is general; when > 0.25, the stability of model is bad, the model must be rebuilt.

Value

A numeric

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