iv.num: Calculate Information Value for numeric (double/integer)...

Description Usage Arguments Examples

Description

This function calculates information value for numeric vectors. This is done using decision tree.

Usage

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  iv.num(df, x, y, verbose = FALSE, rcontrol = NULL)

Arguments

df

data frame with at least two columns

x

column (numeric) for which Information Value should be calculated

y

column (integer/factor) with binary outcome. It is suggested that y is factor with two levels "bad" and "good" If there are no levels good/bad than the following assumptions are applied - if y is integer, than 0=good and 1=bad. If y is factor than level 2 is assumed to mean bad and 1 good.

verbose

Prints additional details when TRUE. Useful mainly for debugging.

rcontrol

Additional parameters used for rpart tree generation. Use ?rpart.control() to get more details.

Examples

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iv.num(german_data,"duration","gb")
iv.num(german_data,"age","gb")
iv.num(german_data,"age","gb")

tomasgreif/woe documentation built on May 31, 2019, 5:16 p.m.