get_psi_iv_all {creditmodel} | R Documentation |

`get_iv_psi`

is used to calculate Information Value (IV) and Population Stability Index (PSI) of an independent variable.
`get_iv_psi_all`

can loop through IV & PSI for all specified independent variables.

get_psi_iv_all( dat, dat_test = NULL, x_list = NULL, target, ex_cols = NULL, pos_flag = NULL, breaks_list = NULL, occur_time = NULL, oot_pct = 0.7, equal_bins = FALSE, cut_bin = "equal_depth", tree_control = NULL, bins_control = NULL, bins_total = FALSE, best = TRUE, g = 10, as_table = TRUE, note = FALSE, parallel = FALSE, bins_no = TRUE ) get_psi_iv( dat, dat_test = NULL, x, target, pos_flag = NULL, breaks = NULL, breaks_list = NULL, occur_time = NULL, oot_pct = 0.7, equal_bins = FALSE, cut_bin = "equal_depth", tree_control = NULL, bins_control = NULL, bins_total = FALSE, best = TRUE, g = 10, as_table = TRUE, note = FALSE, bins_no = TRUE )

`dat` |
A data.frame with independent variables and target variable. |

`dat_test` |
A data.frame of test data. Default is NULL. |

`x_list` |
Names of independent variables. |

`target` |
The name of target variable. |

`ex_cols` |
A list of excluded variables. Regular expressions can also be used to match variable names. Default is NULL. |

`pos_flag` |
The value of positive class of target variable, default: "1". |

`breaks_list` |
A table containing a list of splitting points for each independent variable. Default is NULL. |

`occur_time` |
The name of the variable that represents the time at which each observation takes place. |

`oot_pct` |
Percentage of observations retained for overtime test (especially to calculate PSI). Defualt is 0.7 |

`equal_bins` |
Logical, generates initial breaks for equal frequency or width binning. |

`cut_bin` |
A string, if equal_bins is TRUE, 'equal_depth' or 'equal_width', default is 'equal_depth'. |

`tree_control` |
Parameters of using Decision Tree to segment initial breaks. See detials: |

`bins_control` |
Parameters used to control binning. See detials: |

`bins_total` |
Logical, total sum for each variable. |

`best` |
Logical, merge initial breaks to get optimal breaks for binning. |

`g` |
Number of initial breakpoints for equal frequency binning. |

`as_table` |
Logical, output results in a table. Default is TRUE. |

`note` |
Logical, outputs info. Default is TRUE. |

`parallel` |
Logical, parallel computing. Default is FALSE. |

`bins_no` |
Logical, add serial numbers to bins. Default is FALSE. |

`x` |
The name of an independent variable. |

`breaks` |
Splitting points for an independent variable. Default is NULL. |

`get_iv`

,`get_iv_all`

,`get_psi`

,`get_psi_all`

iv_list = get_psi_iv_all(dat = UCICreditCard[1:1000, ], x_list = names(UCICreditCard)[3:5], equal_bins = TRUE, target = "default.payment.next.month", ex_cols = "ID|apply_date") get_psi_iv(UCICreditCard, x = "PAY_3", target = "default.payment.next.month",bins_total = TRUE)

[Package *creditmodel* version 1.3.0 Index]