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aravindhebbali avatar aravindhebbali commented on August 25, 2024
library(rbin)

# equal frequency binning
bins <- rbin_equal_freq(mbank, y, age, 10)
bins
#> Binning Summary
#> ------------------------------------
#> Method               Equal Frequency 
#> Response             y 
#> Predictor            age 
#> Bins                 10 
#> Count                4521 
#> Goods                517 
#> Bads                 4004 
#> Entropy              0.5 
#> Information Value    0.11 
#> 
#> 
#>    lower_cut upper_cut bin_count good bad  good_rate         woe           iv
#> 1         18        29       452   77 375 0.17035398 -0.46388566 2.564352e-02
#> 2         29        31       452   53 399 0.11725664 -0.02833676 8.116094e-05
#> 3         31        34       452   44 408 0.09734513  0.18007127 3.023706e-03
#> 4         34        36       452   45 407 0.09955752  0.15514443 2.266308e-03
#> 5         36        39       452   47 405 0.10398230  0.10673320 1.092922e-03
#> 6         39        42       452   37 415 0.08185841  0.37035434 1.188083e-02
#> 7         42        46       452   43 409 0.09513274  0.20550877 3.899674e-03
#> 8         46        51       452   34 418 0.07522124  0.46211464 1.785222e-02
#> 9         51        56       452   50 402 0.11061947  0.03742282 1.380079e-04
#> 10        56        84       453   87 366 0.19205298 -0.61028105 4.691227e-02
#>      entropy
#> 1  0.6585139
#> 2  0.5214234
#> 3  0.4605229
#> 4  0.4675914
#> 5  0.4814936
#> 6  0.4086938
#> 7  0.4533741
#> 8  0.3851129
#> 9  0.5017816
#> 10 0.7057464

# plot
plot(bins)

# bins 
bins$bins
#>    lower_cut upper_cut bin bin_count good bad bin_cum_count good_cum_count
#> 1         18        29   1       452   77 375           452             77
#> 2         29        31   2       452   53 399           904            130
#> 3         31        34   3       452   44 408          1356            174
#> 4         34        36   4       452   45 407          1808            219
#> 5         36        39   5       452   47 405          2260            266
#> 6         39        42   6       452   37 415          2712            303
#> 7         42        46   7       452   43 409          3164            346
#> 8         46        51   8       452   34 418          3616            380
#> 9         51        56   9       452   50 402          4068            430
#> 10        56        84  10       453   87 366          4521            517
#>    bad_cum_count   bin_prop  good_rate  bad_rate  good_dist   bad_dist
#> 1            375 0.09997788 0.17035398 0.8296460 0.14893617 0.09365634
#> 2            774 0.09997788 0.11725664 0.8827434 0.10251451 0.09965035
#> 3           1182 0.09997788 0.09734513 0.9026549 0.08510638 0.10189810
#> 4           1589 0.09997788 0.09955752 0.9004425 0.08704062 0.10164835
#> 5           1994 0.09997788 0.10398230 0.8960177 0.09090909 0.10114885
#> 6           2409 0.09997788 0.08185841 0.9181416 0.07156673 0.10364635
#> 7           2818 0.09997788 0.09513274 0.9048673 0.08317215 0.10214785
#> 8           3236 0.09997788 0.07522124 0.9247788 0.06576402 0.10439560
#> 9           3638 0.09997788 0.11061947 0.8893805 0.09671180 0.10039960
#> 10          4004 0.10019907 0.19205298 0.8079470 0.16827853 0.09140859
#>            woe    dist_diff           iv   entropy prop_entropy
#> 1  -0.46388566 -0.055279827 2.564352e-02 0.6585139   0.06583682
#> 2  -0.02833676 -0.002864157 8.116094e-05 0.5214234   0.05213081
#> 3   0.18007127  0.016791719 3.023706e-03 0.4605229   0.04604211
#> 4   0.15514443  0.014607733 2.266308e-03 0.4675914   0.04674880
#> 5   0.10673320  0.010239760 1.092922e-03 0.4814936   0.04813871
#> 6   0.37035434  0.032079623 1.188083e-02 0.4086938   0.04086034
#> 7   0.20550877  0.018975705 3.899674e-03 0.4533741   0.04532738
#> 8   0.46211464  0.038631581 1.785222e-02 0.3851129   0.03850277
#> 9   0.03742282  0.003687802 1.380079e-04 0.5017816   0.05016707
#> 10 -0.61028105 -0.076869939 4.691227e-02 0.7057464   0.07071514

Created on 2023-06-02 by the reprex package (v0.3.0)

from rbin.

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