get_sim_sign_lambda

A lasso model genereted by glmnet.

lasso_model

Default is "negtive". This is related to pos_plag. If pos_flag equals 1 or 1, the value must be set to negetive. If pos_flag equals 0 or 0, the value must be set to positive.

sim_sign

get_sim_sign_lambda
<code>get_sim_sign_lambda</code> is for get Best lambda required in lasso_filter. This function required in <code>lasso_filter</code>

Provides a highly efficient R tool suite for Credit Modeling, Analysis and Visualization.Contains infrastructure functionalities such as data exploration and preparation, missing values treatment, outliers treatment, variable derivation, variable selection, dimensionality reduction, grid search for hyper parameters, data mining and visualization, model evaluation, strategy analysis etc. This package is designed to make the development of binary classification models (machine learning based models as well as credit scorecard) simpler and faster. The references including: 1 Refaat, M. (2011, ISBN: 9781447511199). Credit Risk Scorecard: Development and Implementation Using SAS; 2 Bezdek, James C.FCM: The fuzzy c-means clustering algorithm. Computers & Geosciences (0098-3004),<DOI:10.1016/0098-3004(84)90020-7>.

Dongping Fan

creditmodel

Toolkit for Credit Modeling, Analysis and Visualization

get_sim_sign_lambda function

get_sim_sign_lambda
<code>get_sim_sign_lambda</code> is for get Best lambda required in lasso_filter. This function required in <code>lasso_filter</code> — get_sim_sign_lambda

get_sim_sign_lambda
<code>get_sim_sign_lambda</code> is for get Best lambda required in lasso_filter. This function required in <code>lasso_filter</code>

get_sim_sign_lambda: get_sim_sign_lambda `get_sim_sign_lambda` is for get Best lambda required in lasso_filter. This function required in `lasso_filter`

Description

Usage

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Value

Details