Articles by R'tichoke

Monotonic binning using XGBOOST

September 16, 2021 | R'tichoke

When developing credit risk scorecards, it is generally a good idea to discretise (bin) numeric variables in a manner that ensures monotonically increasing or decreasing event rates as the variable increases or decreases. While discretising individual variables adds stability to the model, monotonic bins ensure that the model output is ...
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Visualising COVID data using R and leaflet

September 11, 2021 | R'tichoke

Leaflet is a JavaScript library for interactive maps. Leaflet for R is super easy to use and a great way to visualise data that has a spatial dimension. Below are some examples on how to use the leaflet package in R to visualise some COVID-19 data. Pac... [Read more...]

Custom charting functions using ggplot2

September 10, 2021 | R'tichoke

While R has variety of options to choose from when it comes to 2D graphics and data visualisation, it is hard to beat ggplot2 in terms of features, functionality and overall visual quality. I wanted to share my take on how to use the package which is, ...
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Measuring model performance using a gains table

September 5, 2021 | R'tichoke

Modellers/analysts developing credit scores generally use something known as the gains table (or a ks table) to measure and quantify the performance of such models. We’ll explore how to build such a table in this post. The idea is to first discretise the population under consideration (say the ... [Read more...]

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