var_scale

scaling variables using standardization or normalization

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.

Shichen Xie

scorecard

Credit Risk Scorecard

var_scale function

<dl><dt>dt</dt>
<dd>a data frame or vector</dd>
<dt>var_skip</dt>
<dd>Name of variables that will skip for scaling Defaults to NULL.</dd>
<dt>type</dt>
<dd>type of scaling method, including standard or minmax.</dd>
<dt>...</dt>
<dd>Additional parameters.</dd></dl>

Arguments

Variable Scaling — var_scale

<dl>

<dt>dt</dt>
<dd>a data frame or vector</dd>


<dt>var_skip</dt>
<dd>Name of variables that will skip for scaling Defaults to NULL.</dd>


<dt>type</dt>
<dd>type of scaling method, including standard or minmax.</dd>


<dt>...</dt>
<dd>Additional parameters.</dd>

</dl>

var_scale: Variable Scaling

Description

Usage

Arguments

Examples