scorecard (version 0.1.2)

scorecard_ply: Application of Scorecard

Description

scorecard_ply calculates credit score using the results of scorecard.

Usage

scorecard_ply(dt, card, only_total_score = TRUE)

Arguments

dt

Original data

card

Scorecard generated from scorecard.

only_total_score

Logical, default TRUE. If it is TRUE, return total credit score only; if FALSE, return both total credit score and score points of each variables.

Value

Credit score

See Also

scorecard

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")
m <- eval(m_step$call)
# summary(m)

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

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

# credit score
# Example I # only total score
score1 <- scorecard_ply(dt, card)

# }
# NOT RUN {
# Example II # credit score for both total and each variable
score2 <- scorecard_ply(dt, card, only_total_score = F)
# }