Data Exploration with Information Theory (Weight-of-Evidence and Information Value)
(helper function )Aggregate data for WOE/NWOE calculations
(helper function) Check user inputs and convert factors to characters....
Create WOE/NWOE tables and rank variables by IV/NIV
Data exploration with information theory (weight-of-evidence and infor...
(helper function) Calculate cross validation penalty
(helper function) Plot mutiple WOE vectors on one page
Create WOE table (helper function)
(helper function) Calculate cross validation penalty
Create bar charts for WOE or NWOE vectors
(helper function) Plot a WOE or NWOE vector
Create WOE tables from aggregated data (helper function)
Performs exploratory data analysis and variable screening for binary classification models using weight-of-evidence (WOE) and information value (IV). In order to make the package as efficient as possible, aggregations are done in data.table and creation of WOE vectors can be distributed across multiple cores. The package also supports exploration for uplift models (NWOE and NIV).