`R/glmdisc.R`

`glmdisc-package.Rd`

The glmdisc package provides two important functions: glmdisc and its associate method discretize.

`glmdisc`

functionThe `glmdisc`

function discretizes a training set using an SEM-Gibbs based method.

`discretize`

functionThe `discretize`

function will discretize a new input dataset given a discretization scheme of S4 class `glmdisc`

.

`cutpoints`

functionThe `cutpoints`

function will provide the cutpoints / groupings of a discretization scheme of S4 class `glmdisc`

in a list.

`predict`

functionThe `predict`

function will discretize a raw test set, given a provided discretization scheme of S4 class `glmdisc`

, using the `discretize`

function and return the predicted probabilities.

We provide as well the classical `show`

, `print`

, `summary`

functions, as well as `normalizedGini`

that is used to calculate the Gini index (a classical Credit Scoring goodness-of-fit indicator).

Adrien Ehrhardt.