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shichenxie
scorecard:Credit Risk Scorecard
The `scorecard` package makes the development of credit risk scorecard easier and efficient by providing functions for some common tasks, such as data partition, variable selection, woe binning, scorecard scaling, performance evaluation and report generation. These functions can also used in the development of machine learning models. The references including: 1. Refaat, M. (2011, ISBN: 9781447511199). Credit Risk Scorecard: Development and Implementation Using SAS. 2. Siddiqi, N. (2006, ISBN: 9780471754510). Credit risk scorecards. Developing and Implementing Intelligent Credit Scoring.
Maintained by Shichen Xie. Last updated 12 months ago.
binningcredit-scoringreleasescorecardwoewoebinning
164 stars 8.07 score 94 scripts
rsquaredacademy
rbin:Tools for Binning Data
Manually bin data using weight of evidence and information value. Includes other binning methods such as equal length, quantile and winsorized. Options for combining levels of categorical data are also available. Dummy variables can be generated based on the bins created using any of the available binning methods. References: Siddiqi, N. (2006) <doi:10.1002/9781119201731.biblio>.
Maintained by Aravind Hebbali. Last updated 5 months ago.
binninglogistic-regressionwoe-and-ivwoebinning
13 stars 5.54 score 53 scripts