Grade a score vector with the cut points of an scr_grades object

Grade a score vector with the cut points of an scr_grades object

Usage

# S3 method for class 'scr_grades'
predict(object, score, type = c("grade", "pd"), ...)

Arguments

object

An scr_grades() object.

score

Numeric production scores.

type

"grade" (integer grade) or "pd" (calibrated individual PD).

...

Ignored.

Value

A vector of the length of score.

See also

Other irb-pd: predict.scr_pd(), scr_calibrate(), scr_grades(), scr_master_scale(), scr_migration(), scr_moc(), scr_pd(), scr_pd_pit_ttc(), scr_pd_validate()

Examples

cfg <- scr_config(verbose = FALSE, nthread = 1, use_ranger = FALSE,
                  use_lightgbm = FALSE, xgb_rounds = 40, n_boot = 10)
d <- scr_demo[, c("default", "ref_date", "ds_region", "ds_band", "vl_score_01",
                  "vl_score_02", "vl_score_05", "vl_score_10", "vl_hist_01")]
res <- scr_select(d, "default", config = cfg, date_col = "ref_date")
sc <- scr_scorecard(res)
gr <- scr_grades(sc, scr_calibrate(sc, target = 0.06), n_grades = 7, min_defaults = 10)
predict(gr, score = c(480, 560, 640))
#> [1] 5 2 1
predict(gr, score = c(480, 560, 640), type = "pd")
#> [1] 0.30171014 0.02629432 0.00168493