OptimalBinningWoE: Optimal Binning and Weight of Evidence Framework for Modeling
High-performance implementation of 37 optimal binning algorithms
(16 categorical, 21 numerical) for Weight of Evidence ('WoE') transformation,
credit scoring, and risk modeling. Includes advanced methods such as Mixed
Integer Linear Programming ('MILP'), Genetic Algorithms, Simulated Annealing,
and Monotonic Regression. Features automatic method selection based on
Information Value ('IV') maximization, strict monotonicity enforcement, and
efficient handling of large datasets via 'Rcpp'. Provides automated variable
screening by Information Value strength and bin ordering, and generation of
the equivalent 'SQL' 'CASE' expressions for in-database scoring. Fully
integrated with the 'tidymodels' ecosystem for building robust machine
learning pipelines.
Based on methods described in Siddiqi (2006) <doi:10.1002/9781119201731>
and Navas-Palencia (2020) <doi:10.48550/arXiv.2001.08025>.
| Version: |
1.14.0 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
Rcpp, recipes, rlang, tibble, dials, stats, utils, graphics |
| LinkingTo: |
Rcpp |
| Suggests: |
testthat (≥ 3.0.0), data.table, openxlsx, glmnet, generics, knitr, rmarkdown, tidymodels, workflows, parsnip, tune |
| Published: |
2026-09-30 |
| DOI: |
10.32614/CRAN.package.OptimalBinningWoE |
| Author: |
José Evandeilton Lopes
 [aut, cre,
cph] |
| Maintainer: |
José Evandeilton Lopes <evandeilton at gmail.com> |
| BugReports: |
https://github.com/evandeilton/OptimalBinningWoE/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/evandeilton/OptimalBinningWoE,
https://evandeilton.github.io/OptimalBinningWoE/ |
| NeedsCompilation: |
yes |
| SystemRequirements: |
C++17 |
| Language: |
en-US |
| Materials: |
README, NEWS |
| CRAN checks: |
OptimalBinningWoE results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
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