creditmodel (version 1.0)

derived_ts_vars: Derivation of Behavioral Variables

Description

This function is used for derivating behavioral variables and is not intended to be used by end user.

Usage

derived_ts_vars(dat, grx, td = 12, der = c("cvs", "sums", "means",
  "maxs", "max_mins", "time_intervals", "cnt_intervals", "total_pcts",
  "cum_pcts", "partial_acfs"), parallel = TRUE)
derived_ts(dat = dat, grx_x = NULL, td = 12, der = c("cvs", "sums",
  "means", "maxs", "max_mins", "time_intervals", "cnt_intervals",
  "total_pcts", "cum_pcts", "partial_acfs"))

Arguments

dat

A data.frame contained only predict variables.

grx

Regular expressions used to match variable names.

td

Number of variables to derivate.

der

Variables to derivate

parallel

Logical, parallel computing. Default is FALSE.

grx_x

Regular expression used to match a group of variable names.