Преобразуйте объект creditscorecard в объект compactCreditScorecard использовать displaypoints, score и probdefault от Risk Management Toolbox™ с объектом.
Во-первых, создайте объект creditscorecard с помощью файла CreditCardData.mat, чтобы загрузить data (использующий набор данных от Refaat 2011).
sc =
creditscorecard with properties:
GoodLabel: 0
ResponseVar: 'status'
WeightsVar: ''
VarNames: {1x11 cell}
NumericPredictors: {1x7 cell}
CategoricalPredictors: {'ResStatus' 'EmpStatus' 'OtherCC'}
BinMissingData: 0
IDVar: ''
PredictorVars: {1x10 cell}
Data: [1200x11 table]
Прежде, чем создать объект compactCreditScorecard, необходимо использовать autobinning и fitmodel с объектом creditscorecard.
1. Adding CustIncome, Deviance = 1490.8527, Chi2Stat = 32.588614, PValue = 1.1387992e-08
2. Adding TmWBank, Deviance = 1467.1415, Chi2Stat = 23.711203, PValue = 1.1192909e-06
3. Adding AMBalance, Deviance = 1455.5715, Chi2Stat = 11.569967, PValue = 0.00067025601
4. Adding EmpStatus, Deviance = 1447.3451, Chi2Stat = 8.2264038, PValue = 0.0041285257
5. Adding CustAge, Deviance = 1441.994, Chi2Stat = 5.3511754, PValue = 0.020708306
6. Adding ResStatus, Deviance = 1437.8756, Chi2Stat = 4.118404, PValue = 0.042419078
7. Adding OtherCC, Deviance = 1433.707, Chi2Stat = 4.1686018, PValue = 0.041179769
Generalized linear regression model:
status ~ [Linear formula with 8 terms in 7 predictors]
Distribution = Binomial
Estimated Coefficients:
Estimate SE tStat pValue
________ ________ ______ __________
(Intercept) 0.70239 0.064001 10.975 5.0538e-28
CustAge 0.60833 0.24932 2.44 0.014687
ResStatus 1.377 0.65272 2.1097 0.034888
EmpStatus 0.88565 0.293 3.0227 0.0025055
CustIncome 0.70164 0.21844 3.2121 0.0013179
TmWBank 1.1074 0.23271 4.7589 1.9464e-06
OtherCC 1.0883 0.52912 2.0569 0.039696
AMBalance 1.045 0.32214 3.2439 0.0011792
1200 observations, 1192 error degrees of freedom
Dispersion: 1
Chi^2-statistic vs. constant model: 89.7, p-value = 1.4e-16
Преобразуйте объект creditscorecard в объект compactCreditScorecard при помощи функции compact. Чтобы использовать compact, у вас должна быть лицензия Risk Management Toolbox™.
csc =
compactCreditScorecard with properties:
Description: ''
NumericPredictors: {'CustAge' 'CustIncome' 'TmWBank' 'AMBalance'}
CategoricalPredictors: {'ResStatus' 'EmpStatus' 'OtherCC'}
PredictorVars: {1x7 cell}
Можно затем использовать displaypoints, score и probdefault от Risk Management Toolbox™ с объектом compactCreditScorecard.