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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 (Financial Toolbox) 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

Topics

Feature Screening with screenpredictors

This example shows how to perform predictor screening using screenpredictors.