get_cutp

This function returns the cut-points

internal

test

train

Validation

sample

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

get_cutp function

<dl><dt>disc_train_set</dt>
<dd>The matrix or dataframe of the discretized training dataset.</dd>
<dt>cont_train_set</dt>
<dd>The matrix or dataframe of the continuous training dataset.</dd></dl>

Arguments

Author

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

<dl>

<dt>disc_train_set</dt>
<dd>The matrix or dataframe of the discretized training dataset.</dd>


<dt>cont_train_set</dt>
<dd>The matrix or dataframe of the continuous training dataset.</dd>

</dl>

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

Description

Usage

Arguments

Author