Toolkit for Credit Modeling, Analysis and Visualization


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Documentation for package ‘creditmodel’ version 1.3.0

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A C D E F G H I K L M N O P Q R S T U V W X misc

creditmodel-package creditmodel: toolkit for credit modeling and data analysis

-- A --

address_varieble address_varieble
add_variable_process add_variable_process
analysis_nas missing Analysis
analysis_outliers Outliers Analysis
as_percent Percent Format
auc_value auc_value 'auc_value' is for get best lambda required in lasso_filter. This function required in 'lasso_filter'
avg_x Functions for vector operation.

-- C --

char_cor Cramer's V matrix between categorical variables.
char_cor_vars Cramer's V matrix between categorical variables.
char_to_num character to number
checking_data Checking Data
check_data_format Read data
check_rules check rules
city_varieble city_varieble
city_varieble_process Processing of Address Variables
cnt_x Functions for vector operation.
cohort_analysis cohort_analysis 'cohort_analysis' is for cohort(vintage) analysis.
cohort_plot cohort_table_plot 'cohort_table_plot' is for ploting cohort(vintage) analysis table.
cohort_table cohort_analysis 'cohort_analysis' is for cohort(vintage) analysis.
cohort_table_plot cohort_table_plot 'cohort_table_plot' is for ploting cohort(vintage) analysis table.
colAllnas Functions for vector operation.
colAllzeros Functions for vector operation.
colMaxMins Functions for vector operation.
colSds Functions for vector operation.
cor_heat_plot Correlation Heat Plot
cor_plot Correlation Plot
cos_sim cos_sim
creditmodel creditmodel: toolkit for credit modeling and data analysis
cross_table cross_table
customer_segmentation Customer Segmentation
cut_equal Generating Initial Equal Size Sample Bins
cv_split Stratified Folds

-- D --

data_cleansing Data Cleaning
data_exploration Data Exploration
date_cut Date Time Cut Point
derived_interval derived_interval
derived_partial_acf derived_partial_acf
derived_pct derived_pct
derived_ts Derivation of Behavioral Variables
derived_ts_vars Derivation of Behavioral Variables
de_one_hot_encoding Recovery One-Hot Encoding
de_percent Recovery Percent Format
digits_num Number of digits

-- E --

entropy_weight Entropy Weight Method
entry_rate_na Max Percent of missing Value
euclid_dist euclid_dist
eval_auc Functions of xgboost feval
eval_ks Functions of xgboost feval
eval_lift Functions of xgboost feval
eval_tnr Functions of xgboost feval
ewm_data Entropy Weight Method Data
e_ij Entropy

-- F --

fast_high_cor_filter high_cor_filter
feature_selector Feature Selection Wrapper
fuzzy_cluster Fuzzy Cluster means.
fuzzy_cluster_means Fuzzy Cluster means.

-- G --

gather_data gather or aggregate data
gbm_filter Select Features using GBM
gbm_params GBM Parameters
get_auc_ks_lambda get_auc_ks_lambda 'get_auc_ks_lambda' is for get best lambda required in lasso_filter. This function required in 'lasso_filter'
get_bins_table Table of Binning
get_bins_table_all Table of Binning
get_breaks Generates Best Breaks for Binning
get_breaks_all Generates Best Breaks for Binning
get_correlation_group get_correlation_group
get_ctree_rules Parse desision tree rules
get_iv Calculate Information Value (IV) 'get_iv' is used to calculate Information Value (IV) of an independent variable. 'get_iv_all' can loop through IV for all specified independent variables.
get_iv_all Calculate Information Value (IV) 'get_iv' is used to calculate Information Value (IV) of an independent variable. 'get_iv_all' can loop through IV for all specified independent variables.
get_logistic_coef get logistic coef
get_median get central value.
get_names Get Variable Names
get_nas_random get_nas_random
get_partial_dependence_plots partial_dependence_plot
get_plots Plot Independent Variables Distribution
get_psi Calculate Population Stability Index (PSI) 'get_psi' is used to calculate Population Stability Index (PSI) of an independent variable. 'get_psi_all' can loop through PSI for all specified independent variables.
get_psi_all Calculate Population Stability Index (PSI) 'get_psi' is used to calculate Population Stability Index (PSI) of an independent variable. 'get_psi_all' can loop through PSI for all specified independent variables.
get_psi_iv Calculate IV & PSI
get_psi_iv_all Calculate IV & PSI
get_psi_plots Plot PSI(Population Stability Index)
get_score_card Score Card
get_shadow_nas get_shadow_nas
get_sim_sign_lambda get_sim_sign_lambda 'get_sim_sign_lambda' is for get Best lambda required in lasso_filter. This function required in 'lasso_filter'
get_tree_breaks Getting the breaks for terminal nodes from decision tree
get_x_list Get X List.

-- H --

high_cor_filter high_cor_filter
high_cor_selector Compare the two highly correlated variables

-- I --

is_date is_date

-- K --

knn_nas_imp Imputate nas using KNN
ks_plot model result plots 'model_result_plot' is a wrapper of following: 'perf_table' is for generating a model performance table. 'ks_plot' is for K-S. 'roc_plot' is for ROC. 'lift_plot' is for Lift Chart. 'score_distribution_plot' is for ploting the score distribution.
ks_psi_plot ks_table & plot
ks_table ks_table & plot
ks_table_plot ks_table & plot
ks_value ks_value

-- L --

lasso_filter Variable selection by LASSO
lendingclub Lending Club data
lift_plot model result plots 'model_result_plot' is a wrapper of following: 'perf_table' is for generating a model performance table. 'ks_plot' is for K-S. 'roc_plot' is for ROC. 'lift_plot' is for Lift Chart. 'score_distribution_plot' is for ploting the score distribution.
lift_value lift_value
local_outlier_factor local_outlier_factor 'local_outlier_factor' is function for calculating the lof factor for a data set using knn This function is not intended to be used by end user.
log_trans Logarithmic transformation
log_vars Logarithmic transformation
loop_function Loop Function. #' 'loop_function' is an iterator to loop through
love_color love_color
low_variance_filter Filtering Low Variance Variables
lr_params Logistic Regression & Scorecard Parameters
lr_params_search Logistic Regression & Scorecard Parameters
lr_vif Variance-Inflation Factors

-- M --

max_min_norm Max Min Normalization
max_x Functions for vector operation.
merge_category Merge Category
min_max_norm Min Max Normalization
min_x Functions for vector operation.
model_key_index ks_table & plot
model_result_plot model result plots 'model_result_plot' is a wrapper of following: 'perf_table' is for generating a model performance table. 'ks_plot' is for K-S. 'roc_plot' is for ROC. 'lift_plot' is for Lift Chart. 'score_distribution_plot' is for ploting the score distribution.
multi_grid Arrange list of plots into a grid
multi_left_join multi_left_join

-- N --

null_blank_na Encode NAs
n_char The length of a string.

-- O --

one_hot_encoding One-Hot Encoding
outliers_detection Outliers Detection 'outliers_detection' is for outliers detecting using Kmeans and Local Outlier Factor (lof)
outliers_kmeans_lof Outliers Treatment

-- P --

partial_dependence_plot partial_dependence_plot
PCA_reduce PCA Dimension Reduction
perf_table model result plots 'model_result_plot' is a wrapper of following: 'perf_table' is for generating a model performance table. 'ks_plot' is for K-S. 'roc_plot' is for ROC. 'lift_plot' is for Lift Chart. 'score_distribution_plot' is for ploting the score distribution.
plot_bar Plot Bar
plot_box Plot Box
plot_colors Plot Colors
plot_density Plot Density
plot_distribution Plot Distribution
plot_distribution_x Plot Distribution
plot_line Plot Line
plot_oot_perf plot_oot_perf 'plot_oot_perf' is for ploting performance of cross time samples in the future
plot_relative_freq_histogram Plot Relative Frequency Histogram
plot_table plot_table
plot_theme plot_theme
plot_vars Plot Independent Variables Distribution
pred_score pred_score
pred_xgb pred_xgb
process_nas missing Treatment
process_nas_var missing Treatment
process_outliers Outliers Treatment
psi_iv_filter Variable reduction based on Information Value & Population Stability Index filter
psi_plot Plot PSI(Population Stability Index)
p_ij Entropy
p_to_score prob to socre

-- Q --

quick_as_df List as data.frame quickly

-- R --

ranking_percent_dict Ranking Percent Process
ranking_percent_dict_x Ranking Percent Process
ranking_percent_proc Ranking Percent Process
ranking_percent_proc_x Ranking Percent Process
read_data Read data
reduce_high_cor_filter Filtering highly correlated variables with reduce method
remove_duplicated Remove Duplicated Observations
replace_value Replace Value
replace_value_x Replace Value
require_packages Packages required and intallment
re_code re_code 're_code' search for matches to argument pattern within each element of a character vector:
re_name Rename
rf_params Random Forest Parameters
roc_plot model result plots 'model_result_plot' is a wrapper of following: 'perf_table' is for generating a model performance table. 'ks_plot' is for K-S. 'roc_plot' is for ROC. 'lift_plot' is for Lift Chart. 'score_distribution_plot' is for ploting the score distribution.
rowAll Functions for vector operation.
rowAllnas Functions for vector operation.
rowAny Functions for vector operation.
rowCVs Functions for vector operation.
rowMaxMins Functions for vector operation.
rowMaxs Functions for vector operation.
rowMins Functions for vector operation.
rowSds Functions for vector operation.
rules_filter rules_filter
rules_result rules_result
rule_value_replace rule_value_replace

-- S --

save_data Save data
score_distribution_plot model result plots 'model_result_plot' is a wrapper of following: 'perf_table' is for generating a model performance table. 'ks_plot' is for K-S. 'roc_plot' is for ROC. 'lift_plot' is for Lift Chart. 'score_distribution_plot' is for ploting the score distribution.
score_transfer Score Transformation
select_best_breaks Generates Best Binning Breaks
select_best_class Generates Best Binning Breaks
select_cor_group get_correlation_group
select_cor_list get_correlation_group
sim_str sim_str
split_bins split_bins
split_bins_all Split bins all
sql_hive_text_parse Automatic production of hive SQL
start_parallel_computing Parallel computing and export variables to global Env.
stop_parallel_computing Stop parallel computing
str_match string match #' 'str_match' search for matches to argument pattern within each element of a character vector:
sum_table Summary table
sum_x Functions for vector operation.
swap_analysis Swap Out/Swap In Analysis

-- T --

term_filter TF-IDF
term_idf TF-IDF
term_tfidf TF-IDF
time_series_proc Process time series data
time_transfer Time Format Transfering
time_variable time_variable
time_vars_process Processing of Time or Date Variables
tnr_value tnr_value
training_model Training model
train_lr Trainig LR model
train_test_split Train-Test-Split
train_xgb Training XGboost

-- U --

UCICreditCard UCI Credit Card data

-- V --

variable_process variable_process
var_group_proc Process group numeric variables

-- W --

woe_trans WOE Transformation
woe_trans_all WOE Transformation

-- X --

xgb_data XGboost data
xgb_filter Select Features using XGB
xgb_params XGboost Parameters
xgb_params_search XGboost Parameters

-- misc --

%alike% Fuzzy String matching
%islike% Fuzzy String matching