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Screen Predictors for Credit Scorecards

Evaluate the predictive value of predictors to select a subset of predictors

Use the screenpredictors function as a preprocessing step in the Credit Scorecard Modeling Workflow to reduce the number of predictor variables before creating the credit scorecard using creditscorecard from Financial Toolbox™.

Functions

screenpredictorsScreen 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.