iv_table {scorecardModelUtils}

WOE and IV table for list of numerical and categorical variables

Description

The function takes column indices of categorical and numerical variables and returns a list with four dataframes - WOE table of numerical variables, categorical variables, consolidated table of both numerical & categorical variables and a IV table.

Usage

iv_table(base, target, num_var_name = F, num_missing = -99999,
  cat_var_name = F, mincriterion = 0.1, event = 1)

Arguments

base

input dataframe

target

column / field name for the target variable to be passed as string (must be 0/1 type)

num_var_name

column name or array of column names of numerical variable for which IV is to be calculated, to be passed as string

num_missing

(optional) imputed missing value for numerical variable or an array of values which are to be kept as different bucket in binning step (default value is -99999)

cat_var_name

column name or array of column names of categorical variable for which IV is to be calculated, to be passed as string

mincriterion

(optional) the value of the test statistic or (1 - p-value) that must be exceeded in order to implement a split (default value is 0.1)

event

(optional) the event class, to be passed as 0 or 1 (default is 1)

Value

An object of class "iv_table" is a list containing the following components:

num_woe_table

numerical woe table with IV as a dataframe

cat_woe_table

categorical woe table with IV as a dataframe

woe_table

numerical and categorical woe table with IV as a dataframe

iv_table

Variable with IV value as a dataframe

Author(s)

Arya Poddar <[e-mail]>

Aiana Goyal <[e-mail]>

Kanishk Dogar <[e-mail]>

Examples

data <- iris
data$Species <- as.character(data$Species)
data$Y <- sample(0:1,size=nrow(data),replace=TRUE)
x <- c("Sepal.Length","Sepal.Width","Petal.Length","Petal.Width")
iv_table_list <- iv_table(base = data,target = "Y",num_var_name = x,cat_var_name = "Species")
iv_table_list$num_woe_table
iv_table_list$cat_woe_table
iv_table_list$woe_table
iv_table_list$iv_table