Rprofet: WOE Transformation and Scorecard Builder

Performs all steps in the credit scoring process. This package allows the user to follow all the necessary steps for building an effective scorecard. It provides the user functions for coarse binning of variables, Weights of Evidence (WOE) transformation, variable clustering, custom binning, visualization, and scaling of logistic regression coefficients. The results will generate a scorecard that can be used as an effective credit scoring tool to evaluate risk. For complete details on the credit scoring process, see Siddiqi (2005, ISBN:047175451X).

Getting started

Package details

AuthorThomas Brandenburger [cre], Eric Stratman [aut], Riaz Khan [aut], Allison Lempola [aut]
MaintainerThomas Brandenburger <[email protected]>
LicenseGPL-3
Version2.2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Rprofet")

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Rprofet documentation built on April 14, 2018, 5:10 p.m.