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Rprofet

WOE Transformation and Scorecard Builder

Installation

About

Performs all steps in the credit scoring process. This package allows the user to follow all the necessary steps for building an effective scorecard. It provides the user functions for coarse binning of variables, Weights of Evidence (WOE) transformation, variable clustering, custom binning, visualization, and scaling of logistic regression coefficients. The results will generate a scorecard that can be used as an effective credit scoring tool to evaluate risk. For complete details on the credit scoring process, see Siddiqi (2005, ISBN:047175451X).

Key Metrics

Version 3.1.1
Published 2024-02-27 107 days ago
Needs compilation? no
License GPL-3
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Maintainer

Maintainer

Thomas Brandenburger

Authors

Thomas Brandenburger

cre

Eric Stratman

aut

Krystal Wang

aut

Material

Reference manual
Package source

Vignettes

Rprofet

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

Rprofet archive

Imports

binr
ClustOfVar
ggplot2
gridExtra
plyr
sqldf
stringr
dplyr
corrplot
kableExtra
purrr
reshape2
ROCit

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