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westat

A package for stat and data miner,calculate woe and iv,and plot woe ,plot iv,calculate ks ,plot ks and auc,plot roc

  • 0.3.3
  • PyPI
  • Socket score

Maintainers
1

westat logo

金融行业信用评分卡模型开发工具


一、描述

用于开发信用评分卡模型的python包,包含特征分箱、特征筛选、WOE和IV计算,KS值和AUC计算、模型提升度LIFT、模型稳定性 PSI 计算、决策树绘制、评分卡制作等功能
另外,westat包含常用的金融计算函数,例如等额本息、等额本金等还款方式的计算。

westat基于python3.10进行开发,是开源数据分析处理项目pyminer 的一部分,但是也可以被单独使用。 westat 希望更多朋友能够参与项目,一起维护并提升!

二、交流

  • QQ群:945391275
  • 邮箱:westat@foxmail.com

三、安装

pip install westat

四、开发

# 创建环境
conda env create -f environment.yml
# 激活环境
conda activate westat-dev
# 构建
python -m build
# 上传到 pypi
python -m twine upload dist/*

五、测试

# 创建环境
conda env create -f environment.yml
# 激活环境
conda activate westat-dev
# 测试
jupyter-notebook
# 在jupyter上打开 HereWeGo.ipynb 进行测试

六、常见操作

查看版本号
import westat
westat.version
使用教程

请查看帮助文档 https://westat.readthedocs.io

决策树分箱

tree_iv view_woe_iv

等频分箱

qcut_woe_iv

个性化分箱

cut_woe_iv

ks和auc计算

auc_ks

ks绘图

plot_ks

模型提升度 Lift 计算

get_lift

模型稳定度 PSI计算

get_psi

评分卡制作

get_scorecard

评分卡分数预测

predict_score

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