migrate (version 0.4.0)

migrate: Summarize the migration of a data frame

Description

`migrate()` summarizes the transition amount (or percentage) of a continuous variable from each beginning credit risk state category to each ending credit risk state, given a data frame input.

Usage

migrate(
  data,
  id,
  time,
  state,
  metric = NULL,
  percent = TRUE,
  verbose = TRUE,
  rating = NULL,
  date = NULL
)

Value

A data frame containing three (3) column variables representing the unique combinations of starting & ending credit risk states and the calculated migration observed during the period.

Arguments

data

A data frame or data frame extension (e.g., a tibble or data.table) containing a minimum of three (3) column variables representing a time, a credit risk state, and an ID identifying the credit facility (we would expect to see most unique values in this column variable appear twice in the dataset; once at the first unique `time` value and again at the second unique `time` value, unless the ID only existed at one of those two times).

id

The column variable of the `data` data frame argument that contains the unique identifier to track where a particular credit facility migrated to/from. If left null, `migrate()` will attempt to use the first column variable from the data frame provided in the `data` argument.

time

The column variable of in the `data` data frame representing the time point (e.g., a Date) of each observation; this column should contain two unique values (migration from Time A to Time B)

state

The column variable of the `data` data frame argument that contains the credit risk state values.

metric

(Optional) The column variable of type "numeric" in the `data` data frame argument that contains the continuous metric values to weight the state migration by

percent

If `FALSE`, will calculate the migration on an absolute basis (rather than a percentage basis, which is the default)

verbose

If `TRUE`, the function returns an informational message about the transition period

rating

Deprecated; please use `state` instead.

date

Deprecated; please use `time` instead.

Examples

# Return the percent migration of the number of credit facilities
migrate(
  data = mock_credit,
  id = customer_id,
  time = date,
  state = risk_rating
)

# Return the absolute migration in `principal_balance`
migrate(
  data = mock_credit,
  id = customer_id,
  time = date,
  state = risk_rating,
  metric = principal_balance,
  percent = FALSE
)