mob: Monotonic Optimal Binning

Generate the monotonic binning and perform the woe (weight of evidence) transformation for the logistic regression used in the consumer credit scorecard development. The woe transformation is a piecewise transformation that is linear to the log odds. For a numeric variable, all of its monotonic functional transformations will converge to the same woe transformation.

Getting started

Package details

AuthorWenSui Liu
MaintainerWenSui Liu <liuwensui@gmail.com>
LicenseGPL (>= 2)
Version0.4.2
URL https://github.com/statcompute/mob
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mob")

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mob documentation built on July 31, 2021, 9:06 a.m.