WOEProfet: WOE Transformation

In Rprofet: WOE Transformation and Scorecard Builder

Description

Function that calculates the WOE for each bin and the information value for each variable.

Usage

WOEProfet(dat, id, target, varcol)

Arguments

dat	Dataframe of binned variables.
id	ID variable.
target	A binary target variable.
varcol	Vector of variables to have WOE transformation.

Details

The id and the target variables must be provided. The target variable must be a numeric binary variable.

Value

A list with the following components.

BinWOE	Dataframe with the binned variables and their WOE values.
WOE	Dataframe with the WOE values.
IV	Each attribute and their associated information values.
vars	A list containing the different WOE values for each attribute.

Examples

mydata <- ISLR::Default

mydata$ID = seq(1:nrow(mydata)) ## make the ID variable
mydata$default<-ifelse(mydata$default=="Yes",1,0) ## Creating numeric binary target variable

binned <- BinProfet(mydata, id= "ID", target= "default", num.bins = 5) ## Binning variables

WOE_dat <- WOEProfet(binned, "ID","default", 3:5)

head(WOE_dat$BinWOE)
head(WOE_dat$WOE)
WOE_dat$IV
head(WOE_dat$vars$income)

Rprofet documentation built on April 1, 2020, 5:11 p.m.