Calculates some summaries and the WoE (Weight of Evidence) between a binary outcome and a given predictor variable. Used to biuld the dictionary.
woe_table(predictor, outcome, Laplace = 1e-06, call = rlang::caller_env(0))
a tibble with counts, proportions and woe. Warning: woe can possibly be -Inf. Use 'Laplace' arg to avoid that.
A atomic vector, usualy with few distinct values.
The dependent variable. A atomic vector with exactly 2 distinct values.
The pseudocount
parameter of the Laplace Smoothing
estimator. Default to 1e-6. Value to avoid -Inf/Inf from predictor category
with only one outcome class. Set to 0 to allow Inf/-Inf.
The execution environment of a currently running function, e.g.
caller_env()
. The function will be mentioned in error messages as the
source of the error. See the call argument of rlang::abort()
for more
information.
Kullback, S. (1959). Information Theory and Statistics. Wiley, New York.
Hastie, T., Tibshirani, R. and Friedman, J. (1986). Elements of Statistical Learning, Second Edition, Springer, 2009.
Good, I. J. (1985), "Weight of evidence: A brief survey", Bayesian Statistics, 2, pp.249-270.