R package Information: Data Exploration with Information Theory (Weight-of-Evidence and Information Value). 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).

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  1. Gero Szepannek: An Overview on the Landscape of R Packages for Credit Scoring (2020) arXiv