This package helps bucket continuous and ordinal variables in a way that maximizes AUC. It also has convenient interfaces for manual bucketing, manipulation and plotting of ROC curves and handling of special values. The original idea came from Ramón Jiménez, who came up with the "Optimal Gini Algorithm" and a subsequent way of pasting buckets for variables in Credit Scoring models.
|Maintainer||Felipe Gerard <[email protected]>|
|Package repository||View on GitHub|
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