| smbsimdf1 {smbinning} | R Documentation |
Simulated Credit Data
Description
A simulated dataset where the target variable is fgood, which represents the binary status of default (0) and not default (1).
Format
Data frame with 2,500 rows and 22 columns with 500 defaults.
Details
fgood: Default (0), Not Default (1).
cbs1: Credit quality index (1-100).
cbs2: Profitability index (1-100).
cbinq: Number of inquiries.
cbline: Number of credit lines.
cbterm: Number of term loans.
cblineut: Line utilization (0-100).
cbtob: Number of years on file.
cbdpd: Indicator of days past due on bureau (Yes, No).
cbnew: Number of new loans.
pmt: Type of payment (M: Manual, A: Autopay, P: Payroll).
tob: Time on books (Years).
dpd: Level of delinquency (No, Low, High).
dep: Amount of deposits.
dc: Number of transactions.
od: Number of overdrafts.
home: Home ownership indicator (Yes, No).
inc: Level of income.
dd: Number of electronic transfers.
online: Indicator of online activity (Yes, No).
rnd: Random number to select testing and training samples.
period: Factor that indicates the year/month of the data (Based on rnd).