get_IV: Function to Calculate IV Value

In autoScorecard: Fully Automatic Generation of Scorecards

Function to Calculate IV Value

Description

Function to Calculate IV Value

Usage

get_IV(df, feat, label, E = 0, woeInf.rep = 1e-04)

Arguments

df	A data.frame with independent variables and target variable.
feat	A name of dependent variable.
label	A name of target variable.
E	Constant, should be set to [0,1], used to prevent calculation overflow due to no data in binning.
woeInf.rep	Woe replaces the constant, and when woe is positive or negative infinity, it is replaced by a constant.

Value

A data frame including counts, proportions, odds, woe, and IV values for each stratum.

Examples

accepts <- read.csv( system.file( "extdata", "accepts.csv", package = "autoScorecard" ))
feature <- stats::na.omit( accepts[,c(1,3,7:23)] )
iv1 = get_IV( df= feature ,feat ='tot_derog' , label ='bad_ind'  )

autoScorecard documentation built on July 9, 2023, 5:32 p.m.