data.berka {ldt}

Berka and Sochorova (1993) Dataset for Loan Default

Description

This dataset is a part of the Berka and Sochorova (1993) study, which contains information on loan defaults. The data was generated using the code in the '/data-raw/data-berka.R' file.

Usage

data.berka

Format

A list with the following items:

y

A vector representing the labels. It contains 1 for default and 0 for non-default. Any observation with default (i.e., 'default' and 'finished with default') is considered to be a positive.

x

A matrix with explanatory variables in the columns.

w

A vector with the weight of each observation. This is mathematically generated to balance the observations.

descriptions

A list that describes the column names.

Source

Berka and Sochorova (1993)