Information

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).

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element


References in zbMATH (referenced in 1 article )

Showing result 1 of 1.
Sorted by year (citations)

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