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autoScorecard (version 0.3.0)

Fully Automatic Generation of Scorecards

Description

Provides an efficient suite of R tools for scorecard modeling, analysis, and visualization. Including equal frequency binning, equidistant binning, K-means binning, chi-square binning, decision tree binning, data screening, manual parameter modeling, fully automatic generation of scorecards, etc. This package is designed to make scorecard development easier and faster. References include: 1. . 2. Dong-feng Li(Peking University),Class PPT. 3. . 4. .

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Version

Install

install.packages('autoScorecard')

Monthly Downloads

245

Version

0.3.0

License

AGPL-3

Maintainer

Tai-Sen Zheng

Last Published

June 13th, 2023

Functions in autoScorecard (0.3.0)

PSI Calculation Function

noauto_scorecard2

Manually Input Parameters to Generate Scorecards The basic score is dispersed into each feature score

comparison_two_data

Compare the Distribution of the Two Data

Data Description Function

Function to Calculate IV Value

Replace Feature Data by Binning Template

Equal Width Binning

The Combination of Two Bins Produces the Best Binning Result

Compare the Distribution of the Two Variable Draw box plots, cdf plot , QQ plots and histograms for two data.

bins_unsupervised

Unsupervised Automatic Binning Function By setting bin_nums, perform three unsupervised automatic binning

Equal Frequency Binning

The K-means Binning The k-means binning method first gives the center number, classifies the observation points using the Euclidean distance calculation and the distance from the center point, and then recalculates the center point until the center point no longer changes, and uses the classification result as the binning of the result.

Calculate the Best IV Value for the Binned Data

Functions to Automatically Generate Scorecards

Chi-Square Binning Chi-square binning, using the ChiMerge algorithm for bottom-up merging based on the chi-square test.

Automatic Binning Based on Decision Tree Automatic Binning Based on Decision Tree(rpart).

noauto_scorecard

Manually Input Parameters to Generate Scorecards

Data Painter Function Draw K-S diagram, Lorenz diagram, lift diagram and AUC diagram.