OptimalBinningWoE1.0.8 package

Optimal Binning and Weight of Evidence Framework for Modeling

bake.step_obwoe

Apply the Optimal Binning Transformation

control.obwoe

Control Parameters for Optimal Binning Algorithms

dot-categorical_only_algorithms

Categorical-Only Algorithms

dot-dispatch_algorithm

Internal Algorithm Dispatcher

dot-get_algorithm_registry

Get Algorithm Registry

dot-numerical_only_algorithms

Numerical-Only Algorithms

dot-universal_algorithms

Universal Algorithms

dot-valid_algorithms

Valid Binning Algorithms

fit_logistic_regression

Fit Logistic Regression Model

ob_numerical_dp

Optimal Binning for Numerical Variables using Dynamic Programming

ob_numerical_ewb

Hybrid Optimal Binning using Equal-Width Initialization and IV Optimiz...

ob_numerical_fast_mdlp

Optimal Binning using MDLP with Monotonicity Constraints

ob_numerical_fetb

Optimal Binning using Fisher's Exact Test

ob_numerical_ir

Optimal Binning using Isotonic Regression (PAVA)

ob_numerical_jedi_mwoe

Optimal Binning for Multiclass Targets using JEDI M-WOE

ob_numerical_jedi

Optimal Binning using Joint Entropy-Driven Interval Discretization (JE...

ob_numerical_kmb

Optimal Binning using K-means Inspired Initialization (KMB)

ob_numerical_ldb

Optimal Binning for Numerical Variables using Local Density Binning

ob_numerical_lpdb

Optimal Binning using Local Polynomial Density Binning (LPDB)

ob_numerical_mblp

Optimal Binning for Numerical Features Using Monotonic Binning via Lin...

ob_numerical_mdlp

Optimal Binning for Numerical Features using Minimum Description Lengt...

ob_numerical_mob

Optimal Binning for Numerical Features using Monotonic Optimal Binning

ob_numerical_mrblp

Optimal Binning for Numerical Features using Monotonic Risk Binning wi...

ob_numerical_oslp

Optimal Binning for Numerical Variables using Optimal Supervised Learn...

ob_numerical_sketch

Optimal Binning for Numerical Variables using Sketch-based Algorithm

ob_numerical_ubsd

Optimal Binning for Numerical Variables using Unsupervised Binning wit...

ob_numerical_udt

Optimal Binning for Numerical Variables using Entropy-Based Partitioni...

ob_preprocess

Data Preprocessor for Optimal Binning

obcorr

Compute Multiple Robust Correlations Between Numeric Variables

obwoe_algorithm

Binning Algorithm Parameter

obwoe_algorithms

List Available Algorithms

obwoe_apply

Apply Weight of Evidence Transformations to New Data

obwoe_bin_cutoff

Bin Cutoff Parameter

obwoe_gains

Gains Table Statistics for Credit Risk Scorecard Evaluation

obwoe_max_bins

Maximum Bins Parameter

obwoe_min_bins

Minimum Bins Parameter

obwoe

Unified Optimal Binning and Weight of Evidence Transformation

plot.obwoe_gains

Plot Gains Table

plot.obwoe

Plot Method for obwoe Objects

prep.step_obwoe

Prepare the Optimal Binning Step

print.obwoe

Print Method for obwoe Objects

print.step_obwoe

Print Method for step_obwoe

required_pkgs.step_obwoe

Required Packages for step_obwoe

step_obwoe_new

Internal Constructor for step_obwoe

step_obwoe

Optimal Binning and WoE Transformation Step

ob_categorical_sab

Optimal Binning for Categorical Variables using Simulated Annealing

ob_categorical_sblp

Optimal Binning for Categorical Variables using SBLP

ob_categorical_sketch

Optimal Binning for Categorical Variables using Sketch-based Algorithm

ob_categorical_swb

Optimal Binning for Categorical Variables using Sliding Window Binning...

ob_categorical_udt

Optimal Binning for Categorical Variables using a User-Defined Techniq...

ob_apply_woe_cat

Apply Optimal Weight of Evidence (WoE) to a Categorical Feature

ob_apply_woe_num

Apply Optimal Weight of Evidence (WoE) to a Numerical Feature

ob_categorical_cm

Optimal Binning for Categorical Variables using Enhanced ChiMerge Algo...

ob_categorical_dmiv

Optimal Binning for Categorical Variables using Divergence Measures

ob_categorical_dp

Optimal Binning for Categorical Variables using Dynamic Programming

ob_categorical_fetb

Optimal Binning for Categorical Variables using Fisher's Exact Test

ob_categorical_gmb

Optimal Binning for Categorical Variables using Greedy Merge Algorithm

ob_categorical_ivb

Optimal Binning for Categorical Variables using Information Value Dyna...

ob_categorical_jedi_mwoe

Optimal Binning for Categorical Variables with Multinomial Target usin...

ob_categorical_jedi

Optimal Binning for Categorical Variables using JEDI Algorithm

ob_categorical_mba

Optimal Binning for Categorical Variables using Monotonic Binning Algo...

ob_categorical_milp

Optimal Binning for Categorical Variables using Heuristic Algorithm

ob_categorical_mob

Optimal Binning for Categorical Variables using Monotonic Optimal Binn...

ob_check_distincts

Check Distinct Length

ob_cutpoints_cat

Binning Categorical Variables using Custom Cutpoints

ob_cutpoints_num

Binning Numerical Variables using Custom Cutpoints

ob_gains_table_feature

Compute Gains Table for a Binned Feature Vector

ob_gains_table

Compute Comprehensive Gains Table from Binning Results

ob_numerical_bb

Optimal Binning for Numerical Variables using Branch and Bound Algorit...

ob_numerical_cm

Optimal Binning for Numerical Variables using Enhanced ChiMerge Algori...

ob_numerical_dmiv

Optimal Binning using Metric Divergence Measures (Zeng, 2013)

summary.obwoe

Summary Method for obwoe Objects

tidy.step_obwoe

Tidy Method for step_obwoe

tunable.step_obwoe

Tunable Parameters for step_obwoe

High-performance implementation of 36 optimal binning algorithms (16 categorical, 20 numerical) for Weight of Evidence ('WoE') transformation, credit scoring, and risk modeling. Includes advanced methods such as Mixed Integer Linear Programming ('MILP'), Genetic Algorithms, Simulated Annealing, and Monotonic Regression. Features automatic method selection based on Information Value ('IV') maximization, strict monotonicity enforcement, and efficient handling of large datasets via 'Rcpp'. Fully integrated with the 'tidymodels' ecosystem for building robust machine learning pipelines. Based on methods described in Siddiqi (2006) <doi:10.1002/9781119201731> and Navas-Palencia (2020) <doi:10.48550/arXiv.2001.08025>.

  • Maintainer: José Evandeilton Lopes
  • License: MIT + file LICENSE
  • Last published: 2026-01-29