Information: Data Exploration with Information Theory (Weight-of-Evidence and Information Value)

Performs exploratory data analysis and variable screening for binary classification models using weight-of-evidence (WOE) and information value (IV). In order to make the package as efficient as possible, aggregations are done in data.table and creation of WOE vectors can be distributed across multiple cores. The package also supports exploration for uplift models (NWOE and NIV).

Author
Larsen Kim [aut, cre]
Date of publication
2016-04-09 00:24:08
Maintainer
Larsen Kim <kblarsen4@gmail.com>
License
GPL (>= 3)
Version
0.0.9

View on CRAN

Man pages

Aggregate
(helper function )Aggregate data for WOE/NWOE calculations
CheckInputs
(helper function) Check user inputs and convert factors to...
create_infotables
Create WOE/NWOE tables and rank variables by IV/NIV
Information
Data exploration with information theory (weight-of-evidence...
is.binary
(helper function) Calculate cross validation penalty
MultiPlot
(helper function) Plot mutiple WOE vectors on one page
NWOE
Create WOE table (helper function)
penalty
(helper function) Calculate cross validation penalty
plot_infotables
Create bar charts for WOE or NWOE vectors
SinglePlot
(helper function) Plot a WOE or NWOE vector
train
Training dataset
valid
Validation dataset
WOE
Create WOE tables from aggregated data (helper function)

Files in this package

Information
Information/inst
Information/inst/doc
Information/inst/doc/Information-vignette.html
Information/inst/doc/Information-vignette.Rmd
Information/NAMESPACE
Information/NEWS.md
Information/data
Information/data/train.rda
Information/data/valid.rda
Information/R
Information/R/NWOE.R
Information/R/Penalty.R
Information/R/data.R
Information/R/create_infotables.R
Information/R/plot_infotables.R
Information/R/Information.R
Information/R/Aggregate.R
Information/R/MultiPlot.R
Information/R/CheckInputs.R
Information/R/WOE.R
Information/R/IsBinary.R
Information/R/SinglePlot.R
Information/vignettes
Information/vignettes/Information-vignette.Rmd
Information/README.md
Information/MD5
Information/build
Information/build/vignette.rds
Information/DESCRIPTION
Information/man
Information/man/is.binary.Rd
Information/man/Information.Rd
Information/man/valid.Rd
Information/man/create_infotables.Rd
Information/man/CheckInputs.Rd
Information/man/plot_infotables.Rd
Information/man/train.Rd
Information/man/WOE.Rd
Information/man/NWOE.Rd
Information/man/penalty.Rd
Information/man/MultiPlot.Rd
Information/man/SinglePlot.Rd
Information/man/Aggregate.Rd