Scorecard

ScoreCard

The function calculates the scorecard based on the log odds.

Parameters:

• y_proba: np.ndarray or pd.Series
  A numpy ndarray with probabilities of default. If log == True, then ln(probabilities).
• log: bool
  Whether y_proba is ln(probabilities) or not.
• target_score: int, default = 600
  A baseline score.
• target_odds: int, default = 30
  The corresponding odds for the target_score.
• pdo: int, default = 20
  Points to double odds.

Returns:

• pred: pd.DataFrame
  A pandas DataFrame with probability and the corresponding Score.

Exceptions:

• TypeError:
  Raised if log parameter is not logical.
  Raised if y_proba parameter is not np.ndarray or pd.Series.
  

• ValueError:
  Raised if probabilities parameter does not have 1 column.
  Raised if target_score is not a positive integer.
  Raised if target_odds is not a positive integer.
  Raised if pdo is not a positive integer.
  

Example:

import numpy as np
import pandas as pd
from combat.scorecard import ScoreCard

# Sample input data
y_proba = np.array([0.1, 0.2, 0.3, 0.4, 0.5])
log = False
target_score = 600
target_odds = 30
pdo = 20

# Calculate scorecard
result = ScoreCard(y_proba, log, target_score, target_odds, pdo)
print(result)