Package: varbin 0.2.1

varbin: Optimal Binning of Continuous and Categorical Variables

Tool for easy and efficient discretization of continuous and categorical data. The package calculates the most optimal binning of a given explanatory variable with respect to a user-specified target variable. The purpose is to assign a unique Weight-of-Evidence value to each of the calculated binpoints in order to recode the original variable. The package allows users to impose certain restrictions on the functional form on the resulting binning while maximizing the overall information value in the original data. The package is well suited for logistic scoring models where input variables may be subject to restrictions such as linearity by e.g. regulatory authorities. An excellent source describing in detail the development of scorecards, and the role of Weight-of-Evidence coding in credit scoring is (Siddiqi 2006, ISBN: 978–0-471–75451–0). The package utilizes the discrete nature of decision trees and Isotonic Regression to accommodate the trade-off between flexible functional forms and maximum information value.

Authors:Daniel Safai

varbin_0.2.1.tar.gz
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varbin.pdf |varbin.html
varbin/json (API)

# Install 'varbin' in R:
install.packages('varbin', repos = c('https://safai.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 6 scripts 118 downloads 6 exports 1 dependencies

Last updated 6 years agofrom:417d00917c. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 14 2024
R-4.5-winOKOct 14 2024
R-4.5-linuxOKOct 14 2024
R-4.4-winOKOct 14 2024
R-4.4-macOKOct 14 2024
R-4.3-winOKOct 14 2024
R-4.3-macOKOct 14 2024

Exports:varbinvarbin.convertvarbin.factorvarbin.kinkvarbin.monotonicvarbin.plot

Dependencies:rpart

Readme and manuals

Help Manual

Help pageTopics
varbinvarbin
varbin.convertvarbin.convert
varbin.factorvarbin.factor
varbin.kinkvarbin.kink
varbin.monotonicvarbin.monotonic
varbin.plotvarbin.plot