Traditional Credit Scoring Using Logistic Regression | Data Preparation | Split Data into Train / Test Sets | Weight-of-Evidence (WoE) binning | Logistic Regression Example | Evaluating Model Performance Using KS & ROC | Create Scorecard
Package: scorecard 0.4.6
scorecard: Credit Risk Scorecard
The `scorecard` package makes the development of credit risk scorecard easier and efficient by providing functions for some common tasks, such as data partition, variable selection, woe binning, scorecard scaling, performance evaluation and report generation. These functions can also used in the development of machine learning models. The references including: 1. Refaat, M. (2011, ISBN: 9781447511199). Credit Risk Scorecard: Development and Implementation Using SAS. 2. Siddiqi, N. (2006, ISBN: 9780471754510). Credit risk scorecards. Developing and Implementing Intelligent Credit Scoring.
Authors:
scorecard_0.4.6.tar.gz
scorecard_0.4.6.zip(r-4.7)scorecard_0.4.6.zip(r-4.6)scorecard_0.4.6.zip(r-4.5)
scorecard_0.4.6.tgz(r-4.6-any)scorecard_0.4.6.tgz(r-4.5-any)
scorecard_0.4.6.tar.gz(r-4.7-any)scorecard_0.4.6.tar.gz(r-4.6-any)
scorecard_0.4.6.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
scorecard/json (API)
| # Install 'scorecard' in R: |
| install.packages('scorecard', repos = c('https://shichenxie.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/shichenxie/scorecard/issues
Pkgdown/docs site:https://shichen.name
Datasets:
- germancredit - German Credit Data
binningcredit-scoringreleasescorecardwoewoebinning
Last updated from:5343c21684. Checks:7 NOTE, 2 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | NOTE | 166 | ||
| source / vignettes | OK | 191 | ||
| linux-release-x86_64 | NOTE | 164 | ||
| macos-release-arm64 | NOTE | 202 | ||
| macos-oldrel-arm64 | NOTE | 209 | ||
| windows-devel | NOTE | 101 | ||
| windows-release | NOTE | 119 | ||
| windows-oldrel | NOTE | 102 | ||
| wasm-release | OK | 119 |
Exports:describegains_tableivone_hotperf_cvperf_evaperf_psireplace_nareportscorecardscorecard_plyscorecard_pmmlscorecard2split_dfvar_filtervar_scalevifwoebinwoebin_adjwoebin_plotwoebin_ply
Dependencies:clicodetoolscpp11data.tabledoParallelfarverforeachggplot2gluegridExtragtableisobanditeratorslabelinglifecycleopenxlsxR6RColorBrewerRcpprlangS7scalesstringivctrsviridisLitewithrxefunxml2zip
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Variable Describe | describe |
| Gains Table | gains_table |
| German Credit Data | germancredit |
| Information Value | iv |
| One Hot Encoding | one_hot |
| Cross Validation | perf_cv |
| Binomial Metrics | perf_eva |
| PSI | perf_psi |
| Replace Missing Values | replace_na |
| Scorecard Modeling Report | report |
| Creating a Scorecard | scorecard |
| Score Transformation | scorecard_ply |
| Scorecard to PMML | scorecard_pmml |
| Creating a Scorecard | scorecard2 |
| Split a Data Frame | split_df |
| Variable Filter | var_filter |
| Variable Scaling | var_scale |
| Variance Inflation Factors | vif |
| WOE Binning | woebin |
| WOE Binning Adjustment | woebin_adj |
| WOE Binning Visualization | woebin_plot |
| WOE/BIN Transformation | woebin_ply |
