Screen Predictors for Credit Scorecards
Evaluate the predictive value of predictors to select a subset of predictors
Use thescreenpredictorsfunction as a preprocessing step in theCredit Scorecard Modeling Workflowto reduce the number of predictor variables before creating the credit scorecard usingcreditscorecardfrom Financial Toolbox™.
Functions
screenpredictors |
Screen credit scorecard predictors for predictive value |
Live Editor Tasks
| Threshold Predictors | Select thresholds for predictor risk metrics in the Live Editor |
Topics
- Feature Screening with screenpredictors
This example shows how to perform predictor screening using screenpredictors and then set predictor thresholds using the Threshold Predictors live task.
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