create_infotables {Information}

Create WOE/NWOE tables and rank variables by IV/NIV

Description

create_infotables returns WOE or NWOE tables (as data.frames), and a data.frame with IV or NIV values for all predictive variables.

Usage

create_infotables(data = NULL, valid = NULL, y = NULL, bins = 10,
  trt = NULL, ncore = NULL, parallel = TRUE)

Arguments

data

input data.frame for analysis (this is typically your training dataset).

valid

validation data.frame (default is NULL). Must have the same variables as the training dataset.

y

dependent variable.

bins

number of bins (default is 10).

trt

binary treatment variable for uplift analysis (Default is NUL).

ncore

number of cores used. Default is to use available cores - 1.

parallel

set to TRUE for parallel processing. Number of cores is determined by the ncore parameter.

Examples

 
##------------------------------------------------------------
## WOE analysis, no cross validation
##------------------------------------------------------------
library(Information)
data(train, package="Information")
train <- subset(train, TREATMENT==1)
IV <- Information::create_infotables(data=train, y="PURCHASE", parallel=FALSE)
print(head(IV$Summary), row.names=FALSE)
print(IV$Tables$N_OPEN_REV_ACTS, row.names=FALSE)
closeAllConnections()