Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Fixing tests #37

Open
wants to merge 1 commit into
base: master
Choose a base branch
from
Open

Fixing tests #37

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
8 changes: 5 additions & 3 deletions whynot/simulators/delayed_impact/fico.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -118,15 +118,17 @@ def _get_pmf(cdf):
def _loan_repaid_probs_factory(
repay_df: DataFrame, scores: Index
) -> Iterable[Callable[[Array], Array]]:
"""Given performance pd.DataFrame, construct mapping from X to p(Y|X)."""

def repaid_probs_fn(query_scores: Array) -> Array:
if isinstance(query_scores, np.ndarray):
nearest_scores = _find_nearest_indices(scores, query_scores)
return repay_df[nearest_scores].values
return repay_df.iloc[nearest_scores].values

query_score = query_scores
nearest_score = scores[scores.get_loc(query_score, method="nearest")]
nearest_score_idx = scores.get_indexer([query_score], method="nearest")[0]
if nearest_score_idx == -1:
raise ValueError(f"Query score {query_score} has no nearest value in scores.")
nearest_score = scores[nearest_score_idx]
return repay_df[nearest_score]

return repaid_probs_fn
Expand Down