Changes:
stepMIV
function -
coding.start.model
which allows user to have different
coding types for starting and final model. Additionally, the same
function is improved adding the check for its output value -
if (nrow(steps) > 0) {steps <- cbind.data.frame(target = target, steps)}
and correction for miv
table for missing/infinite values is
introduced. cat.bin
function is performed. If
merging of special case bins is selected (argument
sc.merge
), then summary table output reports the bin with
which it is merged. psi
and
create.partitions
.Changes:
rf.clustering
- increased number of maximum clusters
from 30 to 100 for manual selection. For x2y
metric,
minsplit
and minbucket
added in order to speed
up the algorithm. segment.vld
- correction for possible 0 and 1 observed
default rate in the prop.test
. replace.woe
- extended list of elements for WoE check
(c(NA, NaN, Inf, -Inf)
).stepMIV
function -
offset.vals
. The same function, now returns the model
development database also for coding = "dummy"
.evrs
and
interaction.transformer
.Changes:
stepFWD
and
stepRPC
.Changes:
staged.blocks
, embeded.blocks
and
ensemble.blocks
.create.partitions
function - risk factors
with more than 10 modalities.Changes:
psi**
value added to the output of psi
function (for comparison with cv.chisq
critical value)cat.bin
output consistency for
sc.merge
optionsegment
argument in
homogeneity
function (has to be of length one)segment.vld
parameterized with the new
argument min.leaf
stepFWD
(now AIC value can be possibly considered in the
selection process)interaction.transformer
function -
identification of upper bound for partitioningsc
in the functions of univariate analysis
extended for -Inf
valuenum.slice
, cat.slice
and encode.woe
nzv
- near-zero variancesmote
- Synthetic Minority Oversampling Techniqueconstrained.logit
- constrained logistic
regressionrf.interaction.transformer
- extract interactions from
random foresthhi
- Herfindahl-Hirschman Indexnormal.test
- Multi-period predictive power testconfusion.matrix
and cutoff.palette
-
confusion matrix analysisush.test
and ush.bin
- U-shape testing and
binning procedureskfold.idx
- indices for K-fold validationfairness.vld
- model fairness validationdecision.tree
- custom decision tree algorithm and its
predict
method