woeR: Weight of Evidence Based Segmentation of a Variable

Segment a numeric variable based on a dichotomous dependent variable by using the weight of evidence (WOE) approach (Ref: Siddiqi, N. (2006) <doi:10.1002/9781119201731.biblio>). The underlying algorithm adopts a recursive approach to create segments that are diverse in respect of their WOE values and meet the demands of user-defined parameters. The algorithm also aims to maintain a monotonic trend in WOE values of consecutive segments. As such, it can be particularly helpful in improving robustness of linear and logistic regression models.

Getting started

Package details

AuthorKashish Soien
MaintainerKashish Soien <kashish.soien19@gmail.com>
Package repositoryView on CRAN
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woeR documentation built on May 1, 2019, 8:24 p.m.