creditmodel1.1.6

In this version I have: * Fixed some potential bugs in split_bins, woe_transfer

creditmodel-1.1.5

• Add the function time_series_proc for time series data processing.
• Add functions ranking_percent_proc,ranking_percent_dict are for processing ranking percent variables and generating ranking percent dictionary.
• Change the function name read_dt to read_data and add and parameter pattern for matching files.
• Change the parameter max.depth to max_depth of the function traing_xgb,‘xgb_params’
• Change the function name save_dt to save_data and save_data also supports multiple data frames.

creditmodel-1.1.4

• New function log_trans() is for logarithmic transformation
• New function plot_table() make it possible to generate table graph.
• New funciton multi_grid() for arranging list of plots into a grid.

creditmodel1.1.3

In this version I have:

• Fixed additional issues for the last version released on CRAN.
• Add new functions pred_xgb for using xgboost model to predict new data.
• Provide new functions get_psi_plots, psi_plot to plot PSI of your data..
• Provide a function p_to_score for transforming probability to score.
• Provide a function multi_left_jion for left jion a list of datasets fast.
• Provide a function read_data for loading csv or txt data fast.

creditmodel1.1.2

In this version I have:

• Fixed additional issues for the last version released on CRAN.
• Fixed some potential bugs in xgb_filter, feature_selector, split_bins, ks_table_plot, ks_psi_plot, ks_value.
• Add a new function pred_score for predicting new data using scorecard.
• Provide new functions lr_params_search, xgb_params_search for searching the optimal parameters. “random_search”,“grid_search”,“local_search” are available.
• Provide new functions partial_dependence_plot, get_partial_dependence_plots for generating partial dependence plot.
• Provide new functions cohort_analysis, cohort_table, cohort_plot for cohort (vintage) analysis and visualization.
• Provide new functions perf_table, roc_plot, ks_plot, lift_plot, psi_plot for model validation drawings.

creditmodel1.1.1

In this version I have: * Fixed some potential bugs in get_names, digits_num

creditmodel1.1.0

In this version I have:

• Add a function data_exploration for data exploration.
• Fixed some potential bugs in missing_proc, outliers_proc ,get_names
• In lasso_filter, AUC&K-S is added to select the best lambda. In this way, not only can the set of variables that makes the AUC or K-S maximized be selected, but also the multicollinearity (which is difficult to eliminate by AIC in stepwise regression), can be minimized. That means instead of stepwise regression, the optimal combination of variables can be selected by lasso to solve the regression problem.
• Visualize the number of variables, K-S or AUC values corresponding to different lambda.
• Provide new functions`auc_value  ks_value, which can calculate Kolmogorov-Smirnov (K-S) & AUC of multiple model results quickly.