felipegerard/optimbucket: Optimal Bucketing Based on ROC Curves

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.

Getting started

Package details

AuthorFelipe Gerard
MaintainerFelipe Gerard <[email protected]>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
felipegerard/optimbucket documentation built on May 14, 2017, 12:20 a.m.