Toolkit for Credit Modeling, Analysis and Visualization

Documentation for package ‘creditmodel’ version 1.3.1

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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: 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
city_varieble	city_varieble
city_varieble_process	Processing of Address Variables
cnt_x	Functions for vector operation.
cohort_plot	cohort_table_plot 'cohort_table_plot' is for ploting cohort(vintage) analysis table.
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.
color_ramp_palette	Plot Colors
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
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_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_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

-- 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_colors	Plot Colors
plot_oot_perf	plot_oot_perf 'plot_oot_perf' is for ploting performance of cross time samples in the future
plot_table	plot_table
plot_theme	plot_theme
pred_score	pred_score
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.

-- 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.

-- 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