Credit Risk Scorecard
Gains Table
Variable Describe
Information Value
One Hot Encoding
Cross Validation
Binomial Metrics
PSI
Replace Missing Values
Scorecard Modeling Report
Creating a Scorecard
Score Transformation
Scorecard to PMML
Creating a Scorecard
Split a Data Frame
Variable Filter
Variable Scaling
Variance Inflation Factors
WOE Binning
WOE Binning Adjustment
WOE Binning Visualization
WOE/BIN Transformation
The `scorecard` package makes the development of credit risk scorecard easier and efficient by providing functions for some common tasks, such as data partition, variable selection, woe binning, scorecard scaling, performance evaluation and report generation. These functions can also used in the development of machine learning models. The references including: 1. Refaat, M. (2011, ISBN: 9781447511199). Credit Risk Scorecard: Development and Implementation Using SAS. 2. Siddiqi, N. (2006, ISBN: 9780471754510). Credit risk scorecards. Developing and Implementing Intelligent Credit Scoring.
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