Weight of Evidence Based Segmentation of a Variable

Segment a numeric variable based on a dichotomous dependent variable by using the weight of evidence (WOE) approach (Ref: Siddiqi, N. (2006) ). The underlying algorithm adopts a recursive approach to create segments that are diverse in respect of their WOE values and meet the demands of user-defined parameters. The algorithm also aims to maintain a monotonic trend in WOE values of consecutive segments. As such, it can be particularly helpful in improving robustness of linear and logistic regression models.


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install.packages("woeR")

0.2.1 by Kashish Soien, 5 months ago


Report a bug at https://github.com/kraken19/woeR/issues


Browse source code at https://github.com/cran/woeR


Authors: Kashish Soien


Documentation:   PDF Manual  


GPL-3 license


Imports dplyr

Suggests smbinning


See at CRAN