get_psi_plots {creditmodel}

Plot PSI(Population Stability Index)

Description

You can use the psi_plot to plot PSI of your data. get_psi_plots can loop through plots for all specified independent variables.

Usage

get_psi_plots(
  dat_train,
  dat_test = NULL,
  x_list = NULL,
  ex_cols = NULL,
  breaks_list = NULL,
  occur_time = NULL,
  g = 10,
  plot_show = TRUE,
  save_data = FALSE,
  file_name = NULL,
  parallel = FALSE,
  g_width = 8,
  dir_path = tempdir()
)

psi_plot(
  dat_train,
  x,
  dat_test = NULL,
  occur_time = NULL,
  g_width = 8,
  breaks_list = NULL,
  breaks = NULL,
  g = 10,
  plot_show = TRUE,
  save_data = FALSE,
  dir_path = tempdir()
)

Arguments

dat_train

A data.frame with independent variables.

dat_test

A data.frame of test data. Default is NULL.

x_list

Names of independent variables.

ex_cols

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

breaks_list

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

occur_time

The name of occur time.

g

Number of initial breakpoints for equal frequency binning.

plot_show

Logical, show model performance in current graphic device. Default is FALSE.

save_data

Logical, save results in locally specified folder. Default is FALSE.

file_name

The name for periodically saved data file. Default is NULL.

parallel

Logical, parallel computing. Default is FALSE.

g_width

The width of graphs.

dir_path

The path for periodically saved graphic files.

x

The name of an independent variable.

breaks

Splitting points for a continues variable.

Examples

train_test = train_test_split(UCICreditCard[1:1000,], split_type = "Random",
 prop = 0.8, save_data = FALSE)
dat_train = train_test$train
dat_test = train_test$test
get_psi_plots(dat_train[, c(8, 9)], dat_test = dat_test[, c(8, 9)])