R packages by statcompute

mob - Monotonic Optimal Binning

Generate the monotonic binning and perform the woe (weight of evidence) transformation for the logistic regression used in the consumer credit scorecard development. The woe transformation is a piecewise transformation that is linear to the log odds. For a numeric variable, all of its monotonic functional transformations will converge to the same woe transformation.

Last updated 4 years ago

1.88 score 15 scripts 219 downloads

vasicek - Miscellaneous Functions for Vasicek Distribution

Provide a collection of miscellaneous R functions related to the Vasicek distribution with the intent to make the lives of risk modelers easier.

Last updated 4 years ago

1.00 score 280 downloads

yager - Yet Another General Regression Neural Network

Another implementation of general regression neural network in R based on Specht (1991) <DOI:10.1109/72.97934>. It is applicable to the functional approximation or the classification.

Last updated 4 years ago

1.00 score 2 scripts 116 downloads