WOE_IV: Calculate WOE and IV

In MattKelliher-Gibson/ModelEvalr: Tools for Evaluating and Comparing Models

Description

WOE_IV caluclates the Weight of Evidence (WOE) and Information Value (IV) of a list of variable for a data.frame

Usage

WOE_IV(data, variables, convert = NULL, .threshold)

## S3 method for class 'data.table'
WOE_IV(data, variables, convert = NULL,
  .threshold = 0.1)

## Default S3 method:
WOE_IV(data, variables, convert = NULL, .threshold = 0.1)

WOE_IV_multi(data, variables, convert = NULL, convert_loc = length(data),
  .threshold = 0.1)

WOE(woe_tables, IV_table)

Arguments

data	a data.frame or data.table with idependent and dependent variables
variables	a characeter vector or list of variables to calculate WOE and IV
convert	name of the independent variable
.threshold	Bin functino threshold

Value

a list of length 2 containing the summarized WOE and IV values and a list of unsummarized WOE and IV values

Methods (by class)

• data.table: Method for data.table

• default: defult method

MattKelliher-Gibson/ModelEvalr documentation built on May 7, 2019, 4:34 p.m.