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RDocumentation: woe
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    • Note that this notebook was automatically generated from an RDocumentation page. It depends on the package and the example code whether this code will run without errors. You may need to edit the code to make things work.

    ## load German credit data
data("GermanCredit")

## training/validation split
train <- sample(nrow(GermanCredit), round(0.6*nrow(GermanCredit)))

woemodel <- woe(credit_risk~., data = GermanCredit[train,], zeroadj=0.5, applyontrain = TRUE)
woemodel

## plot variable information values and woes
plot(woemodel)
plot(woemodel, type = "woes")

## apply woes 
traindata <- predict(woemodel, GermanCredit[train,], replace = TRUE)
str(traindata)

## fit logistic regression model
glmodel     <- glm(credit_risk~., traindata, family=binomial)
summary(glmodel)
pred.trn <- predict(glmodel, traindata, type = "response")

## predict validation data
validata <- predict(woemodel, GermanCredit[-train,], replace = TRUE)
pred.val <- predict(glmodel, validata, type = "response")


    if(!require('klaR')) {
    install.packages('klaR')
    library('klaR')
}