/*START_NOCLEAN_*/ 
*--------------------------------------------------------------*; 
* ENSEMBLE T2414A9T : score code; 
*--------------------------------------------------------------*; 
*--------------------------------------------------------------*; 
* Number of imported models: 3; 
* Temporary variables; 
DROP C_T2414A9T_P_BAD1; 
DROP C_T2414A9T_P_BAD0; 
C_T2414A9T_P_BAD1= 0.0; 
C_T2414A9T_P_BAD0= 0.0; 
*--------------------------------------------------------------*; 
* ENSEMBLE T2414A9T; 
* Scoring code for model: 1 of 3; 
*-------------------------------------------------------------*; 
* CODE_CLEAN *                                                *; 
* Code substitution: ARRAY RGDRF->A7777                       *; 
* Code substitution: ARRAY RGDRU->A3047                       *; 
* Code substitution: GOTO  RGDR1->G8255                       *; 
* Code substitution: ARRAY RGDEMA->A35254                     *; 
* Code substitution: GOTO  RGDEEX->G99687                     *; 
* Code substitution: ARRAY RGDEBE->A60357                     *; 
*-------------------------------------------------------------*; 

*-------------------------------------------------------------*; 
*  START_CHUNK 1496352744.8:T18O3J73                          *; 
*-------------------------------------------------------------*; 
*  END_CHUNK 1496352744.8:T18O3J73                            *; 
*-------------------------------------------------------------*; 

*-------------------------------------------------------------*; 
*  START_CHUNK 1496352745.3:T1F4ZPSM                          *; 
*-------------------------------------------------------------*; 
*  END_CHUNK 1496352745.3:T1F4ZPSM                            *; 
*-------------------------------------------------------------*; 

*-------------------------------------------------------------*; 
*  START_CHUNK 1496354579.2:T0S40XU2                          *; 
*-------------------------------------------------------------*; 
*  END_INLINE                                                 *; 
*-------------------------------------------------------------*; 
*-------------------------------------------------------------*; 
*  START_INLINE                                               *; 
*-------------------------------------------------------------*; 
*-------------------------------------------------------------*; 
*                                                              ; 
*  TOOL : Replacement                                          ; 
*  TYPE : MODIFY                                               ; 
*  NODE : Replacement [T0S40XU2]                               ; 
*                                                              ; 
*-------------------------------------------------------------*; 
*; 
*Replacement (Class Variables); 
*; 
length _RFormat $200; 
drop _RFormat; 
_RFormat = ''; 
_RFormat = put(REASON, $7.); 
%DMNORMIP(_RFormat); 
_RFormat = put(JOB, $7.); 
%DMNORMIP(_RFormat); 
*; 
*Replacement (Interval Variables); 
*; 
if LOAN lt 0 and LOAN ne . then LOAN = 0; 
if MORTDUE lt 0 and MORTDUE ne . then MORTDUE = 0; 
if VALUE lt 0 and VALUE ne . then VALUE = 0; 
if YOJ gt 60 then YOJ = 60; 
if YOJ lt 0 and YOJ ne . then YOJ = 0; 
if DEROG lt 0 and DEROG ne . then DEROG = 0; 
if DELINQ lt 0 and DELINQ ne . then DELINQ = 0; 
if CLAGE lt 0 and CLAGE ne . then CLAGE = 0; 
if NINQ lt 0 and NINQ ne . then NINQ = 0; 
if CLNO lt 0 and CLNO ne . then CLNO = 0; 
if DEBTINC lt 0 and DEBTINC ne . then DEBTINC = 0; 
*; 
*MOST FREQUENT VALUE (COUNT); 
*; 
if REASON = '' then REASON = 'DebtCon'; 
if JOB = '' then JOB = 'Other'; 
*; 
*MEAN-MEDIAN-MIDRANGE AND ROBUST ESTIMATES; 
*; 
if LOAN = . then LOAN = 16200; 
if MORTDUE = . then MORTDUE = 64674; 
if VALUE = . then VALUE = 89191; 
if YOJ = . then YOJ = 7; 
if DEROG = . then DEROG = 0; 
if DELINQ = . then DELINQ = 0; 
if CLAGE = . then CLAGE = 174.977052821834; 
if NINQ = . then NINQ = 0; 
if CLNO = . then CLNO = 21.247293049249; 
if DEBTINC = . then DEBTINC = 34.7457431518313; 
*-------------------------------------------------------------*; 
*  END_CHUNK 1496354579.2:T0S40XU2                            *; 
*-------------------------------------------------------------*; 

*-------------------------------------------------------------*; 
*  START_CHUNK 1496355680.2:T298EUBJ                          *; 
*-------------------------------------------------------------*; 
*  END_INLINE                                                 *; 
*-------------------------------------------------------------*; 
*-------------------------------------------------------------*; 
*  START_INLINE                                               *; 
*-------------------------------------------------------------*; 
/*START_PRECODE 
proc format; 
value NINQ_T5_ 
low-0.5='0001:low-0.5' 
0.5-1.5='0002:0.5-1.5' 
1.5-high='0003:1.5-high' 
; 
; 
END_PRECODE*/ 
format INDELINQ BEST12.; 
label INDELINQ='DELINQ > 0'; 
INDELINQ=DELINQ > 0; 
format INDEROG BEST12.; 
label INDEROG='DEROG > 0'; 
INDEROG=DEROG > 0; 
drop LOAN; 
format LOAN_9QB BEST12.; 
label LOAN_9QB='log(LOAN)'; 
if LOAN > 0 then 
LOAN_9QB=log(LOAN); 
else LOAN_9QB = .; 
drop MORTDUE; 
format MORT_G0S BEST12.; 
label MORT_G0S='log(MORTDUE)'; 
if MORTDUE > 0 then 
MORT_G0S=log(MORTDUE); 
else MORT_G0S = .; 
drop VALUE; 
format VALU_2UI BEST12.; 
label VALU_2UI='log(VALUE)'; 
if VALUE > 0 then 
VALU_2UI=log(VALUE); 
else VALU_2UI = .; 
drop YOJ; 
format YOJ_34KW BEST12.; 
label YOJ_34KW='log(YOJ)'; 
if YOJ > 0 then 
YOJ_34KW=log((YOJ + 1)); 
else YOJ_34KW = .; 
drop DEROG; 
drop DELINQ; 
drop CLAGE; 
format CLAG_K4W BEST12.; 
label CLAG_K4W='log(CLAGE)'; 
if CLAGE > 0 then 
CLAG_K4W=log(CLAGE); 
else CLAG_K4W = .; 
drop NINQ; 
format NINQ_76F NINQ_T5_17.; 
label NINQ_76F='Bucket(NINQ)'; 
NINQ_76F=NINQ; 
*-------------------------------------------------------------*; 
*  END_CHUNK 1496355680.2:T298EUBJ                            *; 
*-------------------------------------------------------------*; 

*-------------------------------------------------------------*; 
*  START_CHUNK 1496606708.9:T1W9VXIC                          *; 
*-------------------------------------------------------------*; 
*                                                              ; 
*  TOOL : Regression                                           ; 
*  TYPE : MODEL                                                ; 
*  NODE : Regression [T1W9VXIC]                                ; 
*                                                              ; 
*-------------------------------------------------------------*; 
*                                                              ; 
*  MODEL NAME : Untitled                                       ; 
*  DESCRIPTION :                                               ; 
*                                                              ; 
*  TARGET : BAD                                                ; 
*-------------------------------------------------------------*; 
*************************************; 
*** begin scoring code for regression; 
*************************************; 

length _WARN_ $4; 
label _WARN_ = 'Warnings' ; 

length I_BAD $ 12; 
label I_BAD = 'Into: BAD' ; 
*** Target Values; 
array A7777 [2] $12 _temporary_ ('1' '0' ); 
label U_BAD = 'Unnormalized Into: BAD' ; 
*** Unnormalized target values; 
ARRAY A3047[2]  _TEMPORARY_ (1 0); 

*** Generate dummy variables for BAD ; 
drop _Y ; 
label F_BAD = 'From: BAD' ; 
length F_BAD $ 12; 
F_BAD = put( BAD , BEST12. ); 
%DMNORMIP( F_BAD ) 
if missing( BAD ) then do; 
   _Y = .; 
end; 
else do; 
   if F_BAD = '0'  then do; 
      _Y = 1; 
   end; 
   else if F_BAD = '1'  then do; 
      _Y = 0; 
   end; 
   else do; 
      _Y = .; 
   end; 
end; 

drop _DM_BAD; 
_DM_BAD=0; 

*** Check CLAG_K4W for missing values ; 
if missing( CLAG_K4W ) then do; 
   substr(_warn_,1,1) = 'M'; 
   _DM_BAD = 1; 
end; 

*** Check DEBTINC for missing values ; 
if missing( DEBTINC ) then do; 
   substr(_warn_,1,1) = 'M'; 
   _DM_BAD = 1; 
end; 

*** Check INDELINQ for missing values ; 
if missing( INDELINQ ) then do; 
   substr(_warn_,1,1) = 'M'; 
   _DM_BAD = 1; 
end; 

*** Check INDEROG for missing values ; 
if missing( INDEROG ) then do; 
   substr(_warn_,1,1) = 'M'; 
   _DM_BAD = 1; 
end; 

*** Check LOAN_9QB for missing values ; 
if missing( LOAN_9QB ) then do; 
   substr(_warn_,1,1) = 'M'; 
   _DM_BAD = 1; 
end; 

*** Check MORT_G0S for missing values ; 
if missing( MORT_G0S ) then do; 
   substr(_warn_,1,1) = 'M'; 
   _DM_BAD = 1; 
end; 

*** Check YOJ_34KW for missing values ; 
if missing( YOJ_34KW ) then do; 
   substr(_warn_,1,1) = 'M'; 
   _DM_BAD = 1; 
end; 

*** Generate dummy variables for JOB ; 
drop _2_0 _2_1 _2_2 _2_3 _2_4 ; 
*** encoding is sparse, initialize to zero; 
_2_0 = 0; 
_2_1 = 0; 
_2_2 = 0; 
_2_3 = 0; 
_2_4 = 0; 
if missing( JOB ) then do; 
   _2_0 = .; 
   _2_1 = .; 
   _2_2 = .; 
   _2_3 = .; 
   _2_4 = .; 
   substr(_warn_,1,1) = 'M'; 
   _DM_BAD = 1; 
end; 
else do; 
   length _dm7 $ 7; drop _dm7 ; 
   %DMNORMCP( JOB , _dm7 ) 
   _dm_find = 0; drop _dm_find; 
   if _dm7 <= 'OTHER'  then do; 
      if _dm7 <= 'OFFICE'  then do; 
         if _dm7 = 'MGR'  then do; 
            _2_0 = 1; 
            _dm_find = 1; 
         end; 
         else do; 
            if _dm7 = 'OFFICE'  then do; 
               _2_1 = 1; 
               _dm_find = 1; 
            end; 
         end; 
      end; 
      else do; 
         if _dm7 = 'OTHER'  then do; 
            _2_2 = 1; 
            _dm_find = 1; 
         end; 
      end; 
   end; 
   else do; 
      if _dm7 <= 'SALES'  then do; 
         if _dm7 = 'PROFEXE'  then do; 
            _2_3 = 1; 
            _dm_find = 1; 
         end; 
         else do; 
            if _dm7 = 'SALES'  then do; 
               _2_4 = 1; 
               _dm_find = 1; 
            end; 
         end; 
      end; 
      else do; 
         if _dm7 = 'SELF'  then do; 
            _2_0 = -1; 
            _2_1 = -1; 
            _2_2 = -1; 
            _2_3 = -1; 
            _2_4 = -1; 
            _dm_find = 1; 
         end; 
      end; 
   end; 
   if not _dm_find then do; 
      _2_0 = .; 
      _2_1 = .; 
      _2_2 = .; 
      _2_3 = .; 
      _2_4 = .; 
      substr(_warn_,2,1) = 'U'; 
      _DM_BAD = 1; 
   end; 
end; 

*** Generate dummy variables for NINQ_76F ; 
drop _3_0 _3_1 ; 
if missing( NINQ_76F ) then do; 
   _3_0 = .; 
   _3_1 = .; 
   substr(_warn_,1,1) = 'M'; 
   _DM_BAD = 1; 
end; 
else do; 
   length _dm17 $ 17; drop _dm17 ; 
   _dm17 = put( NINQ_76F , NINQ_T5_17. ); 
   %DMNORMIP( _dm17 ) 
   if _dm17 = '0001:LOW-0.5'  then do; 
      _3_0 = 1; 
      _3_1 = 0; 
   end; 
   else if _dm17 = '0003:1.5-HIGH'  then do; 
      _3_0 = -1; 
      _3_1 = -1; 
   end; 
   else if _dm17 = '0002:0.5-1.5'  then do; 
      _3_0 = 0; 
      _3_1 = 1; 
   end; 
   else do; 
      _3_0 = .; 
      _3_1 = .; 
      substr(_warn_,2,1) = 'U'; 
      _DM_BAD = 1; 
   end; 
end; 

*** If missing inputs, use averages; 
if _DM_BAD > 0 then do; 
   _P0 = 0.2023079697; 
   _P1 = 0.7976920303; 
   goto G8255; 
end; 

*** Compute Linear Predictor; 
drop _TEMP; 
drop _LP0; 
_LP0 = 0; 

***  Effect: CLAG_K4W ; 
_TEMP = CLAG_K4W ; 
_LP0 = _LP0 + (   -0.78690764730093 * _TEMP); 

***  Effect: DEBTINC ; 
_TEMP = DEBTINC ; 
_LP0 = _LP0 + (    0.06939430135677 * _TEMP); 

***  Effect: INDELINQ ; 
_TEMP = INDELINQ ; 
_LP0 = _LP0 + (    1.60218107435311 * _TEMP); 

***  Effect: INDEROG ; 
_TEMP = INDEROG ; 
_LP0 = _LP0 + (    1.36551647764982 * _TEMP); 

***  Effect: JOB ; 
_TEMP = 1; 
_LP0 = _LP0 + (    0.02339994301053) * _TEMP * _2_0; 
_LP0 = _LP0 + (   -0.57526212520046) * _TEMP * _2_1; 
_LP0 = _LP0 + (    -0.0385300730656) * _TEMP * _2_2; 
_LP0 = _LP0 + (    0.00059411038964) * _TEMP * _2_3; 
_LP0 = _LP0 + (    0.49313841586884) * _TEMP * _2_4; 

***  Effect: LOAN_9QB ; 
_TEMP = LOAN_9QB ; 
_LP0 = _LP0 + (    -0.5320614549918 * _TEMP); 

***  Effect: MORT_G0S ; 
_TEMP = MORT_G0S ; 
_LP0 = _LP0 + (   -0.34740449441048 * _TEMP); 

***  Effect: NINQ_76F ; 
_TEMP = 1; 
_LP0 = _LP0 + (   -0.21792456211849) * _TEMP * _3_0; 
_LP0 = _LP0 + (   -0.17253416894202) * _TEMP * _3_1; 

***  Effect: YOJ_34KW ; 
_TEMP = YOJ_34KW ; 
_LP0 = _LP0 + (   -0.27770947608238 * _TEMP); 

*** Naive Posterior Probabilities; 
drop _MAXP _IY _P0 _P1; 
_TEMP =     9.15445900940893 + _LP0; 
if (_TEMP < 0) then do; 
   _TEMP = exp(_TEMP); 
   _P0 = _TEMP / (1 + _TEMP); 
end; 
else _P0 = 1 / (1 + exp(-_TEMP)); 
_P1 = 1.0 - _P0; 

G8255: 

*** Residuals; 
if (_Y = .) then do; 
   R_BAD1 = .; 
   R_BAD0 = .; 
end; 
else do; 
    label R_BAD1 = 'Residual: BAD=1' ; 
    label R_BAD0 = 'Residual: BAD=0' ; 
   R_BAD1 = - _P0; 
   R_BAD0 = - _P1; 
   select( _Y ); 
      when (0)  R_BAD1 = R_BAD1 + 1; 
      when (1)  R_BAD0 = R_BAD0 + 1; 
   end; 
end; 


*** Update Posterior Probabilities; 

*** Decision Processing; 
label D_BAD_ = 'Decision: BAD' ; 
label EP_BAD_ = 'Expected Profit: BAD' ; 
label BP_BAD_ = 'Best Profit: BAD' ; 
label CP_BAD_ = 'Computed Profit: BAD' ; 

length D_BAD_ $ 5; 

D_BAD_ = ' '; 
EP_BAD_ = .; 
BP_BAD_ = .; 
CP_BAD_ = .; 

*** Compute Expected Consequences and Choose Decision; 
_decnum = 1; drop _decnum; 

D_BAD_ = '1' ; 
EP_BAD_ = _P0 * 1 + _P1 * 0; 

*** Decision Matrix; 
array A35254 [2,1] _temporary_ ( 
/* row 1 */  1 
/* row 2 */  0 
); 

*** Find Index of Target Category; 
drop _tarnum; select( F_BAD ); 
   when('1' ) _tarnum = 1; 
   when('0' ) _tarnum = 2; 
   otherwise _tarnum = 0; 
end; 
if _tarnum <= 0 then goto G99687; 

*** Computed Consequence of Chosen Decision; 
CP_BAD_ = A35254 [_tarnum,_decnum]; 

*** Best Possible Consequence of Any Decision without Cost; 
array A60357 [2] _temporary_ ( 1 0); 
BP_BAD_ = A60357 [_tarnum]; 


G99687:; 

*** End Decision Processing ; 

*** Posterior Probabilities and Predicted Level; 
label P_BAD1 = 'Predicted: BAD=1' ; 
label P_BAD0 = 'Predicted: BAD=0' ; 
P_BAD1 = _P0; 
_MAXP = _P0; 
_IY = 1; 
P_BAD0 = _P1; 
if (_P1 - _MAXP > 1e-8) then do; 
   _MAXP = _P1; 
   _IY = 2; 
end; 
I_BAD = A7777[_IY]; 
U_BAD = A3047[_IY]; 

*************************************; 
***** end scoring code for regression; 
*************************************; 
*-------------------------------------------------------------*; 
*  END_CHUNK 1496606708.9:T1W9VXIC                            *; 
*-------------------------------------------------------------*; 
*; 
* ENSEMBLE T2414A9T; 
* Probabilities for 1 of 3 imported models; 
*; 
C_T2414A9T_P_BAD1= C_T2414A9T_P_BAD1 + P_BAD1; 
C_T2414A9T_P_BAD0= C_T2414A9T_P_BAD0 + P_BAD0; 
* ENSEMBLE T2414A9T; 
* Scoring code for model: 2 of 3; 

*-------------------------------------------------------------*; 
*-------------------------------------------------------------*; 

*-------------------------------------------------------------*; 
*-------------------------------------------------------------*; 

*-------------------------------------------------------------*; 
*  START_CHUNK 1496533641.1:T0J6IXKQ                          *; 
*-------------------------------------------------------------*; 
*                                                              ; 
*  TOOL : Tree                                                 ; 
*  TYPE : MODEL                                                ; 
*  NODE : Tree [T0J6IXKQ]                                      ; 
*                                                              ; 
*-------------------------------------------------------------*; 
*                                                              ; 
*  MODEL NAME : Untitled                                       ; 
*  DESCRIPTION :                                               ; 
*                                                              ; 
*  TARGET : BAD                                                ; 
*-------------------------------------------------------------*; 
****************************************************************; 
****** DECISION TREE SCORING CODE ******; 
****************************************************************; 
****** LENGTHS OF NEW CHARACTER VARIABLES ******; 
LENGTH I_BAD $ 12; 
LENGTH F_BAD $ 12; 
LENGTH _WARN_ $ 4; 
****** LABELS FOR NEW VARIABLES ******; 
LABEL _NODE_ = 'Node'; 
LABEL _LEAF_ = 'Leaf'; 
LABEL P_BAD1 = 'Predicted: BAD=1'; 
LABEL P_BAD0 = 'Predicted: BAD=0'; 
LABEL I_BAD = 'Into: BAD'; 
LABEL U_BAD = 'Unnormalized Into: BAD'; 
LABEL F_BAD = 'From: BAD'; 
LABEL R_BAD1 = 'Residual: BAD=1'; 
LABEL R_BAD0 = 'Residual: BAD=0'; 
LABEL _WARN_ = 'Warnings'; 
****** TEMPORARY VARIABLES FOR FORMATTED VALUES ******; 
LENGTH _ARBFMT_2 $ 12; 
DROP _ARBFMT_2; 
_ARBFMT_2 = ' '; 
/* Initialize to avoid warning. */ 
_ARBFMT_2 = PUT( BAD , BEST12.); 
%DMNORMCP( _ARBFMT_2, F_BAD ); 
****** ASSIGN OBSERVATION TO NODE ******; 
IF NOT MISSING(DEBTINC ) AND 
DEBTINC < 44.7336573513381 THEN DO; 
IF NOT MISSING(VALUE ) AND 
VALUE < 303749 THEN DO; 
IF NOT MISSING(DELINQ ) AND 
4.5 <= DELINQ THEN DO; 
_NODE_ = 9; 
_LEAF_ = 4; 
P_BAD1 = 0.9090909090909; 
P_BAD0 = 0.09090909090909; 
I_BAD = '1'; 
U_BAD = 1; 
END; 
ELSE DO; 
IF NOT MISSING(DELINQ ) AND 
0.5 <= DELINQ THEN DO; 
IF NOT MISSING(DEBTINC ) AND 
DEBTINC < 9.5345039737618 THEN DO; 
_NODE_ = 22; 
_LEAF_ = 2; 
P_BAD1 = 1; 
P_BAD0 = 0; 
I_BAD = '1'; 
U_BAD = 1; 
END; 
ELSE DO; 
_NODE_ = 23; 
_LEAF_ = 3; 
P_BAD1 = 0.14159292035398; 
P_BAD0 = 0.85840707964601; 
I_BAD = '0'; 
U_BAD = 0; 
END; 
END; 
ELSE DO; 
_NODE_ = 14; 
_LEAF_ = 1; 
P_BAD1 = 0.04316546762589; 
P_BAD0 = 0.9568345323741; 
I_BAD = '0'; 
U_BAD = 0; 
END; 
END; 
END; 
ELSE DO; 
_NODE_ = 5; 
_LEAF_ = 5; 
P_BAD1 = 0.85; 
P_BAD0 = 0.15; 
I_BAD = '1'; 
U_BAD = 1; 
END; 
END; 
ELSE DO; 
IF NOT MISSING(DELINQ ) AND 
2.5 <= DELINQ THEN DO; 
_NODE_ = 7; 
_LEAF_ = 10; 
P_BAD1 = 0.96808510638297; 
P_BAD0 = 0.03191489361702; 
I_BAD = '1'; 
U_BAD = 1; 
END; 
ELSE DO; 
IF NOT MISSING(CLAGE ) AND 
154.733333333333 <= CLAGE THEN DO; 
IF NOT MISSING(DEROG ) AND 
0.5 <= DEROG THEN DO; 
_NODE_ = 19; 
_LEAF_ = 9; 
P_BAD1 = 0.7560975609756; 
P_BAD0 = 0.24390243902439; 
I_BAD = '1'; 
U_BAD = 1; 
END; 
ELSE DO; 
IF NOT MISSING(VALUE ) AND 
58675 <= VALUE THEN DO; 
_NODE_ = 25; 
_LEAF_ = 8; 
P_BAD1 = 0.26388888888888; 
P_BAD0 = 0.73611111111111; 
I_BAD = '0'; 
U_BAD = 0; 
END; 
ELSE DO; 
_NODE_ = 24; 
_LEAF_ = 7; 
P_BAD1 = 0.62222222222222; 
P_BAD0 = 0.37777777777777; 
I_BAD = '1'; 
U_BAD = 1; 
END; 
END; 
END; 
ELSE DO; 
_NODE_ = 10; 
_LEAF_ = 6; 
P_BAD1 = 0.71343283582089; 
P_BAD0 = 0.2865671641791; 
I_BAD = '1'; 
U_BAD = 1; 
END; 
END; 
END; 
***** RESIDUALS R_ *************; 
IF F_BAD NE '1' 
AND F_BAD NE '0' THEN DO; 
R_BAD1 = .; 
R_BAD0 = .; 
END; 
ELSE DO; 
R_BAD1 = -P_BAD1; 
R_BAD0 = -P_BAD0; 
SELECT( F_BAD ); 
WHEN( '1' ) R_BAD1 = R_BAD1 +1; 
WHEN( '0' ) R_BAD0 = R_BAD0 +1; 
END; 
END; 
****************************************************************; 
****** END OF DECISION TREE SCORING CODE ******; 
****************************************************************; 
*-------------------------------------------------------------*; 
*  END_CHUNK 1496533641.1:T0J6IXKQ                            *; 
*-------------------------------------------------------------*; 
*; 
* ENSEMBLE T2414A9T; 
* Probabilities for 2 of 3 imported models; 
*; 
C_T2414A9T_P_BAD1= C_T2414A9T_P_BAD1 + P_BAD1; 
C_T2414A9T_P_BAD0= C_T2414A9T_P_BAD0 + P_BAD0; 
* ENSEMBLE T2414A9T; 
* Scoring code for model: 3 of 3; 

*-------------------------------------------------------------*; 
*-------------------------------------------------------------*; 

*-------------------------------------------------------------*; 
*-------------------------------------------------------------*; 

*-------------------------------------------------------------*; 
*-------------------------------------------------------------*; 

*-------------------------------------------------------------*; 
*  START_CHUNK 1496355652.1:T2T4LC7W                          *; 
*-------------------------------------------------------------*; 
*                                                              ; 
*  TOOL : Tree                                                 ; 
*  TYPE : MODEL                                                ; 
*  NODE : Tree [T2T4LC7W]                                      ; 
*                                                              ; 
*-------------------------------------------------------------*; 
*                                                              ; 
*  MODEL NAME : Untitled                                       ; 
*  DESCRIPTION :                                               ; 
*                                                              ; 
*  TARGET : BAD                                                ; 
*-------------------------------------------------------------*; 
****************************************************************; 
****** DECISION TREE SCORING CODE ******; 
****************************************************************; 
****** LENGTHS OF NEW CHARACTER VARIABLES ******; 
LENGTH I_BAD $ 12; 
LENGTH F_BAD $ 12; 
LENGTH _WARN_ $ 4; 
****** LABELS FOR NEW VARIABLES ******; 
LABEL _NODE_ = 'Node'; 
LABEL _LEAF_ = 'Leaf'; 
LABEL P_BAD1 = 'Predicted: BAD=1'; 
LABEL P_BAD0 = 'Predicted: BAD=0'; 
LABEL I_BAD = 'Into: BAD'; 
LABEL U_BAD = 'Unnormalized Into: BAD'; 
LABEL F_BAD = 'From: BAD'; 
LABEL R_BAD1 = 'Residual: BAD=1'; 
LABEL R_BAD0 = 'Residual: BAD=0'; 
LABEL _WARN_ = 'Warnings'; 
****** TEMPORARY VARIABLES FOR FORMATTED VALUES ******; 
LENGTH _ARBFMT_2 $ 12; 
DROP _ARBFMT_2; 
_ARBFMT_2 = ' '; 
/* Initialize to avoid warning. */ 
_ARBFMT_2 = PUT( BAD , BEST12.); 
%DMNORMCP( _ARBFMT_2, F_BAD ); 
****** ASSIGN OBSERVATION TO NODE ******; 
IF NOT MISSING(DELINQ ) AND 
1.5 <= DELINQ THEN DO; 
IF NOT MISSING(DELINQ ) AND 
4.5 <= DELINQ THEN DO; 
_NODE_ = 7; 
_LEAF_ = 12; 
P_BAD1 = 0.96226415094339; 
P_BAD0 = 0.0377358490566; 
I_BAD = '1'; 
U_BAD = 1; 
END; 
ELSE DO; 
IF NOT MISSING(DEBTINC ) AND 
DEBTINC < 34.7286963508109 THEN DO; 
_NODE_ = 12; 
_LEAF_ = 8; 
P_BAD1 = 0.21428571428571; 
P_BAD0 = 0.78571428571428; 
I_BAD = '0'; 
U_BAD = 0; 
END; 
ELSE DO; 
IF NOT MISSING(DEBTINC ) AND 
35.316473572313 <= DEBTINC THEN DO; 
IF NOT MISSING(DEBTINC ) AND 
43.0650683036912 <= DEBTINC THEN DO; 
_NODE_ = 39; 
_LEAF_ = 11; 
P_BAD1 = 1; 
P_BAD0 = 0; 
I_BAD = '1'; 
U_BAD = 1; 
END; 
ELSE DO; 
_NODE_ = 38; 
_LEAF_ = 10; 
P_BAD1 = 0.16666666666666; 
P_BAD0 = 0.83333333333333; 
I_BAD = '0'; 
U_BAD = 0; 
END; 
END; 
ELSE DO; 
_NODE_ = 24; 
_LEAF_ = 9; 
P_BAD1 = 0.82795698924731; 
P_BAD0 = 0.17204301075268; 
I_BAD = '1'; 
U_BAD = 1; 
END; 
END; 
END; 
END; 
ELSE DO; 
IF NOT MISSING(DEBTINC ) AND 
DEBTINC < 34.5573090588684 THEN DO; 
_NODE_ = 4; 
_LEAF_ = 1; 
P_BAD1 = 0.03457688808007; 
P_BAD0 = 0.96542311191992; 
I_BAD = '0'; 
U_BAD = 0; 
END; 
ELSE DO; 
IF NOT MISSING(DEBTINC ) AND 
DEBTINC < 34.7585678967268 THEN DO; 
IF NOT MISSING(CLAGE ) AND 
178.083333333333 <= CLAGE THEN DO; 
IF NOT MISSING(DEROG ) AND 
0.5 <= DEROG THEN DO; 
_NODE_ = 31; 
_LEAF_ = 5; 
P_BAD1 = 0.77777777777777; 
P_BAD0 = 0.22222222222222; 
I_BAD = '1'; 
U_BAD = 1; 
END; 
ELSE DO; 
_NODE_ = 30; 
_LEAF_ = 4; 
P_BAD1 = 0.28476821192052; 
P_BAD0 = 0.71523178807947; 
I_BAD = '0'; 
U_BAD = 0; 
END; 
END; 
ELSE DO; 
IF NOT MISSING(DEBTINC ) AND 
DEBTINC < 34.7400101565034 THEN DO; 
_NODE_ = 28; 
_LEAF_ = 2; 
P_BAD1 = 0.18181818181818; 
P_BAD0 = 0.81818181818181; 
I_BAD = '0'; 
U_BAD = 0; 
END; 
ELSE DO; 
_NODE_ = 29; 
_LEAF_ = 3; 
P_BAD1 = 0.66055045871559; 
P_BAD0 = 0.3394495412844; 
I_BAD = '1'; 
U_BAD = 1; 
END; 
END; 
END; 
ELSE DO; 
IF NOT MISSING(DEBTINC ) AND 
44.7336573513381 <= DEBTINC THEN DO; 
_NODE_ = 21; 
_LEAF_ = 7; 
P_BAD1 = 0.93103448275862; 
P_BAD0 = 0.06896551724137; 
I_BAD = '1'; 
U_BAD = 1; 
END; 
ELSE DO; 
_NODE_ = 20; 
_LEAF_ = 6; 
P_BAD1 = 0.07721280602636; 
P_BAD0 = 0.92278719397363; 
I_BAD = '0'; 
U_BAD = 0; 
END; 
END; 
END; 
END; 
***** RESIDUALS R_ *************; 
IF F_BAD NE '1' 
AND F_BAD NE '0' THEN DO; 
R_BAD1 = .; 
R_BAD0 = .; 
END; 
ELSE DO; 
R_BAD1 = -P_BAD1; 
R_BAD0 = -P_BAD0; 
SELECT( F_BAD ); 
WHEN( '1' ) R_BAD1 = R_BAD1 +1; 
WHEN( '0' ) R_BAD0 = R_BAD0 +1; 
END; 
END; 
****************************************************************; 
****** END OF DECISION TREE SCORING CODE ******; 
****************************************************************; 
*-------------------------------------------------------------*; 
*  END_CHUNK 1496355652.1:T2T4LC7W                            *; 
*-------------------------------------------------------------*; 

*-------------------------------------------------------------*; 
*  START_CHUNK 1496355680.1:T0UEO52B                          *; 
*-------------------------------------------------------------*; 
*                                                              ; 
*  TOOL : Neural Network                                       ; 
*  TYPE : MODEL                                                ; 
*  NODE : Neural Network [T0UEO52B]                            ; 
*                                                              ; 
*-------------------------------------------------------------*; 
*                                                              ; 
*  MODEL NAME : Untitled                                       ; 
*  DESCRIPTION : Neural Network                                ; 
*                                                              ; 
*  TARGET : BAD                                                ; 
*-------------------------------------------------------------*; 
***********************************; 
*** Begin Scoring Code for Neural; 
***********************************; 
DROP _DM_BAD _EPS _NOCL_ _MAX_ _MAXP_ _SUM_ _NTRIALS; 
 _DM_BAD = 0; 
 _NOCL_ = .; 
 _MAX_ = .; 
 _MAXP_ = .; 
 _SUM_ = .; 
 _NTRIALS = .; 
 _EPS =                1E-10; 
LENGTH _WARN_ $4 
; 
      label S_CLAGE = 'Standard: CLAGE' ; 

      label S_DEBTINC = 'Standard: DEBTINC' ; 

      label S_DELINQ = 'Standard: DELINQ' ; 

      label S_DEROG = 'Standard: DEROG' ; 

      label H11 = 'Hidden: H1=1' ; 

      label H12 = 'Hidden: H1=2' ; 

      label H13 = 'Hidden: H1=3' ; 

      label I_BAD = 'Into: BAD' ; 

      label U_BAD = 'Unnormalized Into: BAD' ; 

      label P_BAD1 = 'Predicted: BAD=1' ; 

      label P_BAD0 = 'Predicted: BAD=0' ; 

      label  _WARN_ = "Warnings"; 

*** *************************; 
*** Checking missing input Interval 
*** *************************; 

IF NMISS( 
   CLAGE , 
   DEBTINC , 
   DELINQ , 
   DEROG   ) THEN DO; 
   SUBSTR(_WARN_, 1, 1) = 'M'; 

   _DM_BAD = 1; 
END; 
*** *************************; 
*** Writing the Node INTERVAL ; 
*** *************************; 
IF _DM_BAD EQ 0 THEN DO; 
   S_CLAGE  =    -2.12683050688911 +     0.01177148130024 * CLAGE ; 
   S_DEBTINC  =    -4.23565806211598 +     0.12460936685911 * DEBTINC ; 
   S_DELINQ  =    -0.36236948891134 +     0.86388886156464 * DELINQ ; 
   S_DEROG  =    -0.27736891913986 +     1.31617735515411 * DEROG ; 
END; 
ELSE DO; 
   IF MISSING( CLAGE ) THEN S_CLAGE  = . ; 
   ELSE S_CLAGE  =    -2.12683050688911 +     0.01177148130024 * CLAGE ; 
   IF MISSING( DEBTINC ) THEN S_DEBTINC  = . ; 
   ELSE S_DEBTINC  =    -4.23565806211598 +     0.12460936685911 * DEBTINC ; 
   IF MISSING( DELINQ ) THEN S_DELINQ  = . ; 
   ELSE S_DELINQ  =    -0.36236948891134 +     0.86388886156464 * DELINQ ; 
   IF MISSING( DEROG ) THEN S_DEROG  = . ; 
   ELSE S_DEROG  =    -0.27736891913986 +     1.31617735515411 * DEROG ; 
END; 
*** *************************; 
*** Writing the Node H1 ; 
*** *************************; 
IF _DM_BAD EQ 0 THEN DO; 
   H11  =    -0.35031711792682 * S_CLAGE  +    -70.4969860436658 * S_DEBTINC 
          +     0.18449108575908 * S_DELINQ  +     0.33413930152401 * S_DEROG 
         ; 
   H12  =    -0.12865053781085 * S_CLAGE  +    -7.94458016426562 * S_DEBTINC 
          +     0.18612942323723 * S_DELINQ  +     0.17289501453247 * S_DEROG 
         ; 
   H13  =     0.26925274534102 * S_CLAGE  +    -0.82220975009789 * S_DEBTINC 
          +    -0.17305706864271 * S_DELINQ  +    -0.16019236495051 * S_DEROG 
         ; 
   H11  =      4.8216825096159 + H11 ; 
   H12  =     0.80832411979041 + H12 ; 
   H13  =     1.70003455124041 + H13 ; 
   H11  = TANH(H11 ); 
   H12  = TANH(H12 ); 
   H13  = TANH(H13 ); 
END; 
ELSE DO; 
   H11  = .; 
   H12  = .; 
   H13  = .; 
END; 
*** *************************; 
*** Writing the Node BAD ; 
*** *************************; 
IF _DM_BAD EQ 0 THEN DO; 
   P_BAD1  =     -3.1171082152167 * H11  +     3.63547940017616 * H12 
          +     -7.5972528821107 * H13 ; 
   P_BAD1  =     3.87905811594848 + P_BAD1 ; 
   P_BAD0  = 0; 
   _MAX_ = MAX (P_BAD1 , P_BAD0 ); 
   _SUM_ = 0.; 
   P_BAD1  = EXP(P_BAD1  - _MAX_); 
   _SUM_ = _SUM_ + P_BAD1 ; 
   P_BAD0  = EXP(P_BAD0  - _MAX_); 
   _SUM_ = _SUM_ + P_BAD0 ; 
   P_BAD1  = P_BAD1  / _SUM_; 
   P_BAD0  = P_BAD0  / _SUM_; 
END; 
ELSE DO; 
   P_BAD1  = .; 
   P_BAD0  = .; 
END; 
IF _DM_BAD EQ 1 THEN DO; 
   P_BAD1  =       0.198322147651; 
   P_BAD0  =     0.80167785234899; 
END; 


*** Update Posterior Probabilities; 

*** Decision Processing; 
label D_BAD_ = 'Decision: BAD' ; 
label EP_BAD_ = 'Expected Profit: BAD' ; 

length D_BAD_ $ 5; 

D_BAD_ = ' '; 
EP_BAD_ = .; 

*** Compute Expected Consequences and Choose Decision; 
_decnum = 1; drop _decnum; 

D_BAD_ = '1' ; 
EP_BAD_ = P_BAD1 * 1 + P_BAD0 * 0; 


*** End Decision Processing ; 
*** *************************; 
*** Writing the I_BAD  AND U_BAD ; 
*** *************************; 
_MAXP_ = P_BAD1 ; 
I_BAD  = "1           " ; 
U_BAD  =                    1; 
IF( _MAXP_ LT P_BAD0  ) THEN DO; 
   _MAXP_ = P_BAD0 ; 
   I_BAD  = "0           " ; 
   U_BAD  =                    0; 
END; 
********************************; 
*** End Scoring Code for Neural; 
********************************; 
*-------------------------------------------------------------*; 
*  END_CHUNK 1496355680.1:T0UEO52B                            *; 
*-------------------------------------------------------------*; 
*; 
* ENSEMBLE T2414A9T; 
* Probabilities for 3 of 3 imported models; 
*; 
C_T2414A9T_P_BAD1= C_T2414A9T_P_BAD1 + P_BAD1; 
C_T2414A9T_P_BAD0= C_T2414A9T_P_BAD0 + P_BAD0; 
*--------------------------------------------------------------*; 
* ENSEMBLE T2414A9T : average imported probabilities; 
P_BAD1= C_T2414A9T_P_BAD1 / 3; 
C_T2414A9T_P_BAD1= 0.0; 
P_BAD0= C_T2414A9T_P_BAD0 / 3; 
C_T2414A9T_P_BAD0= 0.0; 
*--------------------------------------------------------------*; 
*--------------------------------------------------------------*; 
* Ensemble: BAD: Classification Vars; 
*--------------------------------------------------------------*; 
length I_BAD $32; 
length F_BAD $32; 
label I_BAD = "Into: BAD"; 
label F_BAD = "From: BAD"; 
length _format $200; 
drop _format; 
_format= PUT( BAD, BEST12. ); 
%DMNORMCP(_format,F_BAD); 
_format= ' '; 
_p_= 0; 
drop _p_; 
if P_BAD1 > _p_ then do ; 
   _p_= P_BAD1 ; 
   _format= "           1" ; 
end ; 
if P_BAD0 > _p_ then do ; 
   _p_= P_BAD0 ; 
   _format= "           0" ; 
end ; 
%DMNORMCP(_format,I_BAD); 
*; 
*--------------------------------------------------------------*; 
* Ensemble: BAD: Decisions; 
*--------------------------------------------------------------*; 
*** Warning Variable; 
length _warn_ $4; 
label _warn_ = 'Warnings'; 
drop _decwarn; _decwarn = 0; 

*** Check Posterior Probabilities; 
if not (n( P_BAD1 ) & ( P_BAD1 <= 1) & (0 <= P_BAD1 ) 
      & n( P_BAD0 ) & ( P_BAD0 <= 1) & (0 <= P_BAD0 ) 
   ) then do; 
   _decwarn = 1; 
   substr(_warn_,3,1) = 'P'; 
   P_BAD1 = .; 
   P_BAD0 = .; 
   goto _demi; 
end; 

*** Update Posterior Probabilities; 
P_BAD1 = P_BAD1 * 0.198322147651 / 0.198322147651; 
P_BAD0 = P_BAD0 * 0.80167785234899 / 0.80167785234899; 
drop _sum; _sum = P_BAD1 + P_BAD0 ; 
if _sum > 0 then do; 
   P_BAD1 = P_BAD1 / _sum; 
   P_BAD0 = P_BAD0 / _sum; 
end; 

*** Decision Processing; 
label D_BAD_ = 'Decision: BAD' ; 
label EP_BAD_ = 'Expected Profit: BAD' ; 
label BP_BAD_ = 'Best Profit: BAD' ; 
label CP_BAD_ = 'Computed Profit: BAD' ; 

length D_BAD_ $ 5; 

*** Initialize to Missing if Target Used; 
_demi:; 

D_BAD_ = ' '; 
EP_BAD_ = .; 
BP_BAD_ = .; 
CP_BAD_ = .; 

if _decwarn then goto _deex; 

*** Compute Expected Consequences and Choose Decision; 
_decnum = 1; drop _decnum; 

D_BAD_ = '1' ; 
EP_BAD_ = P_BAD1 * 1 + P_BAD0 * 0; 

*** Decision Matrix; 
array _dema [2,1] _temporary_ ( 
/* row 1 */  1 
/* row 2 */  0 
); 

*** Normalize Target Value; 
length _targnor $ %DMNORLEN; drop _targnor; 
length _format $200; drop _format; 
_format = put( BAD , BEST12. ); 
%DMNORMCP(_format,_targnor); 

*** Find Index of Target Category; 
drop _tarnum; select( _targnor ); 
   when('1' ) _tarnum = 1; 
   when('0' ) _tarnum = 2; 
   otherwise _tarnum = 0; 
end; 
if _tarnum <= 0 then goto _deex; 

*** Computed Consequence of Chosen Decision; 
CP_BAD_ = _dema [_tarnum,_decnum]; 

*** Best Possible Consequence of Any Decision without Cost; 
array _debe [2] _temporary_ ( 1 0); 
BP_BAD_ = _debe [_tarnum]; 


_deex:; 

*** End Decision Processing ; 
*--------------------------------------------------------------*; 
* ENSEMBLE T2414A9T - END OF CODE; 
*--------------------------------------------------------------*; 
/*END_NOCLEAN_*/