scorecard (version 0.1.5)

scorecard: Creating a Scorecard

Description

scorecard creates a scorecard based on the results from woebin and glm.

Usage

scorecard(bins, model, points0 = 600, odds0 = 1/19, pdo = 50,
  basepoints_eq0 = FALSE)

Arguments

bins

Binning information generated from woebin function.

model

A glm model object.

points0

Target points, default 600.

odds0

Target odds, default 1/19. Odds = p/(1-p).

pdo

Points to Double the Odds, default 50.

basepoints_eq0

Logical, default FALSE. If it is TRUE, the basepoints equals 0 and will equally add to variables' points.

Value

scorecard

See Also

scorecard_ply

Examples

# NOT RUN {
library(data.table)
library(scorecard)

# load germancredit data
data("germancredit")

# select only 5 x variables and rename creditability as y
dt = setDT(germancredit)[, c(1:5, 21)][, `:=`(
  y = ifelse(creditability == "bad", 1, 0),
  creditability = NULL
)]

# woe binning ------
bins = woebin(dt, "y")
dt_woe = woebin_ply(dt, bins)

# glm ------
m = glm( y ~ ., family = "binomial", data = dt_woe)
# summary(m)

# }
# NOT RUN {
# Select a formula-based model by AIC
m_step = step(m, direction="both", trace=FALSE)
m = eval(m_step$call)
# summary(m)

# predicted proability
# dt_woe$pred = predict(m, type='response', dt_woe)

# performace
# ks & roc plot
# perf_eva(dt_woe$y, dt_woe$pred)
# }
# NOT RUN {
# scorecard
# Example I # creat a scorecard
card = scorecard(bins, m)

# }
# NOT RUN {
# credit score
# Example I # only total score
score1 = scorecard_ply(dt, card)

# Example II # credit score for both total and each variable
score2 = scorecard_ply(dt, card, only_total_score = F)
# }