codeWOE: Code WOE value for each band of variable.

In wojciechoblak/varbinq: Simplified processing categorized variables for binary models.

Description

Code WOE value for each band of variable.

Usage

codeWOE(x, xVar)

Arguments

x	An object of Clusterrr class
xVar	A vector of variable to match with WOE

Value

Vector with coded WOE values

Examples

data(lendclub)
x <- doClustering(lendclub, "grade", "loan_status")
codeWOE(x, lendclub$grade)
#how to build fast model using package?
#assuming 2 characteristic was chosen to build a logistic regression model:
x <- doClustering(lendclub, "purpose", "loan_status")
purposeCoded <- codeWOE(x, lendclub$purpose)
x <- doClustering(lendclub, "grade", "loan_status")
gradeCoded <- codeWOE(x, lendclub$grade)
dt <- data.frame(y = lendclub$loan_status,
                 x1 = purposeCoded,
                 x2 = gradeCoded)
#divide population into 2 sets for learning and validation:
dt.train <- dt[1:500000,]
dt.test <- dt[500000:nrow(lendclub),]
#build fast model:
model <- glm(data = dt.train, formula = y ~ x1 + x2, family = "binomial")
dt.test$prediction <- predict(model, dt.test, type = "response")
#check the strength of fit:
#pROC::auc(ifelse(dt.test$y,1,0), dt.test$prediction ) * 2 - 1 #gini
#pROC::plot.roc(ifelse(dt.test$y,1,0), dt.test$prediction ) # ROC curve

wojciechoblak/varbinq documentation built on May 4, 2019, 9:46 a.m.