louis-vines/miv.select: A package for aided manual variable selection in binary logistic regression based models using marginal information value of features.

This package builds methods to aid with binary classification through logistic regression based methods (including GLMNet and GAMS), particularly focused on applications in credit scoring. It provides methods for supervised and unsupervised binning, single factor screening using information values and a variable selection based on marginal information values.

Getting started

Package details

LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
louis-vines/miv.select documentation built on March 17, 2019, 2:49 p.m.