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scoringTools (version 0.1.3)

Credit Scoring Tools

Description

Grouping essential tools for credit scoring. These statistical tools may be useful for other use-cases as well but were primarily designed for it. First, there are Reject Inference methods (Ehrhardt et al. (2017) ). Second, we build upon the already CRAN-available package 'discretization' to automate discretization of continuous features.

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Version

Install

install.packages('scoringTools')

Monthly Downloads

66

Version

0.1.3

License

GPL (>= 2)

Maintainer

Adrien Ehrhardt

Last Published

March 6th, 2024

Functions in scoringTools (0.1.3)

Wrapper function for the chiMerge function from the discretization package.

Randoming and sampling a dataset by its row numbers

Wrapper function for the extended Chi2 function from the discretization package.

fuzzy_augmentation

Fuzzy Augmentation

Calculating the normalized Gini index

Wrapper function for the chi2 function from the discretization package.

Prediction on a raw test set of the best logistic regression model on discretized data.

Wrapper function for the mdlp function from the discretization package.

Wrapper function for the modified Chi2 function from the discretization package.

Generic method "discretize" for discretization objects.

Getting cut-points of a discretization algorithm given the continuous and the discretized sets.

Generate data following different missingness mechanisms

Lending Club mortgages.

print.discretization

Print for the discretization class.

Launch the Shiny demo app.

scoringTools-package

Credit Scoring Tools.

Different kinds of plots using either plotly (if available) or the standard plot (graphics package).

reclassification

Reclassification

reject_infered-class

Class reject_infered

Wrapper function for the 3 topdown functions from the discretization package.

discretize_cutp

Discretization of a test dataset when provided with an already discretized training set.

Class discretization