smbinning.factor: Binning on Factor Variables

In smbinning: Scoring Modeling and Optimal Binning

Description

It generates a table with relevant metrics for all the categories of a given factor variable.

Usage

smbinning.factor(df, y, x, maxcat = 10)

Arguments

df	A data frame.
y	Binary response variable (0,1). Integer (int) is required. Name of y must not have a dot.
x	A factor variable with at least 2 different values. Labesl with commas are not allowed.
maxcat	Specifies the maximum number of categories. Default value is 10. Name of x must not have a dot.

Value

The command smbinning.factor generates and object containing the necessary info and utilities for binning. The user should save the output result so it can be used with smbinning.plot, smbinning.sql, and smbinning.gen.factor.

Examples

# Load library and its dataset
library(smbinning) # Load package and its data

# Binning a factor variable
result=smbinning.factor(smbsimdf1,x="inc",y="fgood", maxcat=11)
result$ivtable

Example output

Loading required package: sqldf
Loading required package: gsubfn
Loading required package: proto
Loading required package: RSQLite
Loading required package: partykit
Loading required package: grid
Loading required package: libcoin
Loading required package: mvtnorm
Loading required package: Formula
Warning message:
no DISPLAY variable so Tk is not available 
   Cutpoint CntRec CntGood CntBad CntCumRec CntCumGood CntCumBad PctRec
1   = 'W01'    144      72     72       144         72        72 0.0576
2   = 'W02'    129      61     68       273        133       140 0.0516
3   = 'W03'    186     133     53       459        266       193 0.0744
4   = 'W04'    167     115     52       626        381       245 0.0668
5   = 'W05'    163      88     75       789        469       320 0.0652
6   = 'W06'    264     230     34      1053        699       354 0.1056
7   = 'W07'    238     198     40      1291        897       394 0.0952
8   = 'W08'    368     353     15      1659       1250       409 0.1472
9   = 'W09'    336     312     24      1995       1562       433 0.1344
10  = 'W10'    285     258     27      2280       1820       460 0.1140
11  Missing    220     180     40      2500       2000       500 0.0880
12    Total   2500    2000    500        NA         NA        NA 1.0000
   GoodRate BadRate    Odds  LnOdds     WoE     IV
1    0.5000  0.5000  1.0000  0.0000 -1.3863 0.1497
2    0.4729  0.5271  0.8971 -0.1086 -1.4949 0.1577
3    0.7151  0.2849  2.5094  0.9201 -0.4662 0.0184
4    0.6886  0.3114  2.2115  0.7937 -0.5926 0.0276
5    0.5399  0.4601  1.1733  0.1598 -1.2264 0.1300
6    0.8712  0.1288  6.7647  1.9117  0.5254 0.0247
7    0.8319  0.1681  4.9500  1.5994  0.2131 0.0040
8    0.9592  0.0408 23.5333  3.1584  1.7721 0.2596
9    0.9286  0.0714 13.0000  2.5649  1.1787 0.1273
10   0.9053  0.0947  9.5556  2.2571  0.8708 0.0653
11   0.8182  0.1818  4.5000  1.5041  0.1178 0.0012
12   0.8000  0.2000  4.0000  1.3863  0.0000 0.9655

smbinning documentation built on May 1, 2019, 10:06 p.m.