woe: Calculates weight of evidence.

In RevoEnhancements/RevoEnhancements: Selected enhancements to Revolution Analytics RevoScaleR

Description

Calculates weight of evidence, similar to how SAS does it.

Usage

woe(dependent, group, iv = FALSE, breaks = 10, probs = seq(0, 1, by =
  1/breaks), na.rm = TRUE)

Arguments

dependent	logical or numeric vector in range [0, 1], i.e. a classifier.
group	independent variable. Numeric vector of same length as dependent

Details

Information value is defined as IVx =∑_1:10 (bad_i − good_i) log (bad_i * good_i)

References

http://opinions5.blogspot.co.uk/2011/09/information-value.html

http://support.sas.com/resources/papers/proceedings13/095-2013.pdf

RevoEnhancements/RevoEnhancements documentation built on May 9, 2019, 9:46 a.m.