Hexagonal Binning Routines

Binning and plotting functions for hexagonal bins.

Monotonic Binning for Credit Rating Models

Performs monotonic binning of numeric risk factor in credit rating models (PD, LGD, EAD) development. All functions handle both binary and continuous target variable. Functions that use isotonic regression in the first stage of binning process have an additional feature for correction of minimum percentage of observations and minimum target rate per bin. Additionally, monotonic trend can be identified based on raw data or, if known in advance, forced by functions' argument. Missing values and other possible special values are treated separately from so-called complete cases.

Make Tidy Bins

Multiple ways to bin numeric columns with a tidy output. Wraps a variety of existing binning methods into one function, and includes a new method for binning by equal value, which is useful for sales data. Provides a function to automatically summarize the properties of the binned columns.

Tools for Binning Data

Manually bin data using weight of evidence and information value. Includes other binning methods such as equal length, quantile and winsorized. Options for combining levels of categorical data are also available. Dummy variables can be generated based on the bins created using any of the available binning methods. References: Siddiqi, N. (2006) .

Quantile Binned Plots

Create quantile binned and conditional plots for Exploratory Data Analysis. The package provides several plotting functions that are all based on quantile binning. The plots are created with 'ggplot2' and 'patchwork' and can be further adjusted.

Optimal Binning of Data

Defines thresholds for breaking data into a number of discrete levels, minimizing the (mean) squared error within all bins.

Binned Data Analysis

Algorithms developed for binned data analysis, gene expression data analysis and measurement error models for ordinal data analysis.

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.

A Bin Packing Problem Solver

Basic infrastructure and several algorithms for 1d-4d bin packing problem. This package provides a set of c-level classes and solvers for 1d-4d bin packing problem, and an r-level solver for 4d bin packing problem, which is a wrapper over the c-level 4d bin packing problem solver. The 4d bin packing problem solver aims to solve bin packing problem, a.k.a container loading problem, with an additional constraint on weight. Given a set of rectangular-shaped items, and a set of rectangular-shaped bins with weight limit, the solver looks for an orthogonal packing solution such that minimizes the number of bins and maximize volume utilization. Each rectangular-shaped item i = 1, .. , n is characterized by length l_i, depth d_i, height h_i, and weight w_i, and each rectangular-shaped bin j = 1, .. , m is specified similarly by length l_j, depth d_j, height h_j, and weight limit w_j. The item can be rotated into any orthogonal direction, and no further restrictions implied.

Scoring Modeling and Optimal Binning

A set of functions to build a scoring model from beginning to end, leading the user to follow an efficient and organized development process, reducing significantly the time spent on data exploration, variable selection, feature engineering, binning and model selection among other recurrent tasks. The package also incorporates monotonic and customized binning, scaling capabilities that transforms logistic coefficients into points for a better business understanding and calculates and visualizes classic performance metrics of a classification model.