| binTest {logiBin} | R Documentation |
Checking the performance of the bins created on test data
Description
This function uses parallel processing to replicate the bins on test data. This can be used to check the stability of the variable.
Usage
binTest(binObj, testDf, y, xVars, nCores = 1)
Arguments
binObj |
- An object returned by getBins or any other function (except createBins) in this package |
testDf |
- A data frame containing the test data |
y |
- The name of the dependent variable |
xVars |
- A vector names of variables which are to be tested |
nCores |
- The number of cores used for parallel processing. The default value is 1 |
Value
Returns a list containing 2 elements. The first is a data frame called varSummary which contains a summary of the performance of the variables on the test data including their IV value, entropy, flag which indicates if bad rate increases/decreases with variable value, flag to indicate if a monotonic trend is present, number of bins which flip (i.e. do not follow a monotonic trend), number of bins of the variable and a flag to indicate whether it includes pure nodes (node which do not have any defaults). The second element is a data frame called bin which contains details of all the bins of the variables.
Examples
b1 <- getBins(loanData, "bad_flag", c('LTV', 'balance'))
b2 <- binTest(b1, loanData[1:50,], "bad_flag", c('LTV', 'balance'))