glmdisc (version 0.6)

glmdisc-package: glmdisc: A package for discretizing continuous features, grouping categorical features' values and optimizing it for logistic regression.

Description

The glmdisc package provides two important functions: glmdisc and its associate method discretize.

<code><a rd-options="" href="/link/glmdisc?package=glmdisc&version=0.6" data-mini-rdoc="glmdisc::glmdisc">glmdisc</a></code> function

The glmdisc function discretizes a training set using an SEM-Gibbs based method.

<code><a rd-options="" href="/link/discretize?package=glmdisc&version=0.6" data-mini-rdoc="glmdisc::discretize">discretize</a></code> function

The discretize function will discretize a new input dataset given a discretization scheme of S4 class glmdisc.

<code><a rd-options="" href="/link/cutpoints?package=glmdisc&version=0.6" data-mini-rdoc="glmdisc::cutpoints">cutpoints</a></code> function

The cutpoints function will provide the cutpoints / groupings of a discretization scheme of S4 class glmdisc in a list.

<code><a rd-options="" href="/link/predict?package=glmdisc&version=0.6" data-mini-rdoc="glmdisc::predict">predict</a></code> function

The predict function will discretize a raw test set, given a provided discretization scheme of S4 class glmdisc, using the discretize function and return the predicted probabilities.

Miscellaneous

We provide as well the classical show, print, summary functions, as well as normalizedGini that is used to calculate the Gini index (a classical Credit Scoring goodness-of-fit indicator).