GCDSteps.R

# From: http://archive.ics.uci.edu/ml/datasets/Statlog+(German+Credit+Data)
d <- read.table('http://archive.ics.uci.edu/ml/machine-learning-databases/statlog/german/german.data',
   stringsAsFactors=F,header=F)
colnames(d) <- c('Status.of.existing.checking.account', 'Duration.in.month',
 'Credit.history', 'Purpose', 'Credit.amount', 'Savings.account.bonds', 
 'Present.employment.since',
 'Installment.rate.in.percentage.of.disposable.income',
 'Personal.status.and.sex', 'Other.debtors.guarantors',
 'Present.residence.since', 'Property', 'Age.in.years',
 'Other.installment.plans', 'Housing',
 'Number.of.existing.credits.at.this.bank', 'Job',
 'Number.of.people.being.liable.to.provide.maintenance.for',
 'Telephone', 'foreign.worker', 'Good.Loan')
mapping <- list('A11'='... < 0 DM',
 'A12'='0 <= ... < 200 DM',
 'A13'='... >= 200 DM / salary assignments for at least 1 year',
 'A14'='no checking account',
 'A30'='no credits taken/all credits paid back duly',
 'A31'='all credits at this bank paid back duly',
 'A32'='existing credits paid back duly till now',
 'A33'='delay in paying off in the past',
 'A34'='critical account/other credits existing (not at this bank)',
 'A40'='car (new)',
 'A41'='car (used)',
 'A42'='furniture/equipment',
 'A43'='radio/television',
 'A44'='domestic appliances',
 'A45'='repairs',
 'A46'='education',
 'A47'='(vacation - does not exist?)',
 'A48'='retraining',
 'A49'='business',
 'A410'='others',
 'A61'='... < 100 DM',
 'A62'='100 <= ... < 500 DM',
 'A63'='500 <= ... < 1000 DM',
 'A64'='.. >= 1000 DM',
 'A65'='unknown/ no savings account',
 'A71'='unemployed',
 'A72'='... < 1 year',
 'A73'='1 <= ... < 4 years',
 'A74'='4 <= ... < 7 years',
 'A75'='.. >= 7 years',
 'A91'='male : divorced/separated',
 'A92'='female : divorced/separated/married',
 'A93'='male : single',
 'A94'='male : married/widowed',
 'A95'='female : single',
 'A101'='none',
 'A102'='co-applicant',
 'A103'='guarantor',
 'A121'='real estate',
 'A122'='if not A121 : building society savings agreement/life insurance',
 'A123'='if not A121/A122 : car or other, not in attribute 6',
 'A124'='unknown / no property',
 'A141'='bank',
 'A142'='stores',
 'A143'='none',
 'A151'='rent',
 'A152'='own',
 'A153'='for free',
 'A171'='unemployed/ unskilled - non-resident',
 'A172'='unskilled - resident',
 'A173'='skilled employee / official',
 'A174'='management/ self-employed/highly qualified employee/ officer',
 'A191'='none',
 'A192'='yes, registered under the customers name',
 'A201'='yes',
 'A202'='no')
for(i in 1:(dim(d))[2]) {
  if(class(d[,i])=='character') {
      d[,i] <- as.factor(as.character(mapping[d[,i]]))
  }
}
d$Good.Loan <- as.factor(ifelse(d$Good.Loan==1,'GoodLoan','BadLoan'))
vars <- setdiff(colnames(d),'Good.Loan')
creditdata <- d

# not part of GCD data- notional example for listing 1.3
tab1 <- as.table(matrix(data=c(50,6,0,44),nrow=2,ncol=2))
dimnames(tab1) <- list('loan.as.pct.disposable.income'=c('LT.15pct','GT.15pct'),'loan.quality.pop1'=c('goodloan','badloan'))
tab2 <- as.table(matrix(data=c(34,18,16,32),nrow=2,ncol=2))
dimnames(tab2) <- list('loan.as.pct.disposable.income'=c('LT.15pct','GT.15pct'),'loan.quality.pop2'=c('goodloan','badloan'))

#save(list=ls(),file='GCDData.RData')