generate_data

inference

scoring

credit

Reject

scorecard

réintégration

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) <arXiv:1903.10855>). Second, we build upon the already CRAN-available package 'discretization' to automate discretization of continuous features.

Adrien Ehrhardt

scoringTools

Credit Scoring Tools

generate_data function

<dl><dt>n</dt>
<dd>The number of samples to return.</dd>
<dt>d</dt>
<dd>The dimension of samples to return.</dd>
<dt>type</dt>
<dd>The matrix of financed clients' labels</dd></dl>

Arguments

Author

Generate data following different missingness mechanisms — generate_data

<dl>

<dt>n</dt>
<dd>The number of samples to return.</dd>


<dt>d</dt>
<dd>The dimension of samples to return.</dd>


<dt>type</dt>
<dd>The matrix of financed clients' labels</dd>

</dl>

Generate data following different missingness mechanisms

generate_data: Generate data following different missingness mechanisms

Description

Usage

Value

Arguments

Author

Details

References

Examples