The glmdisc package provides two important functions:
glmdisc and its associate method discretize.
glmdisc function discretizes a training set using an SEM-Gibbs based method.
discretize function will discretize a new input dataset given a discretization scheme of S4 class
cutpoints function will provide the cutpoints / groupings of a discretization scheme of S4 class
glmdisc in a list.
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
summary functions, as well as
normalizedGini that is used to calculate the Gini index (a classical Credit Scoring goodness-of-fit indicator).