Monthly Archives: August 2015

R tutorial on LDA for credit risk classifier

Feel free to download from here my introductory, and very simple, R tutorial on LDA in credit risk classification. Download the tutorial

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Posted in R-stats, Whitepapers
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Classification rules in credit analysis

Here’s what classification should look like based upon a sound decision rule supported by rock solid statistical models. Just wondering if real world cases (as opposed to my data simulated example – chart idea courtesy of Hastie, Tibshirani, Friedman) do resemble this at all.

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Posted in Economics
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