Statistical_IV: J-Divergence Hypothesis Test for the Information Value (IV)
Project description
Statistical IV
Statistical_IV: J-Divergence Hypothesis Test for the Information Value (IV). Calculation of the Information Value with specific limits to the predictive power.
Using optimalBinning, We created a specific way to calculate a predicitive power for each particular variable.
-
Provide a DataFrame as Input:
- Supply a DataFrame
df
containing your data for IV calculation.
- Supply a DataFrame
-
Specify Predictor Variables:
- Prived a list of predictor variable names (
variables_names
) to analyze.
- Prived a list of predictor variable names (
-
Define the Target Variable:
- Specify the name of the target variable (
var_y
) in your DataFrame.
- Specify the name of the target variable (
-
Indicate Variable Types:
- Define the type of your predictor variables as 'categorical' or 'numerical' using the
type_vars
parameter.
- Define the type of your predictor variables as 'categorical' or 'numerical' using the
-
Optional: Set Maximum Bins:
- Adjust the maximum number of bins for discretization (optional) using the
max_bins
parameter.
- Adjust the maximum number of bins for discretization (optional) using the
-
Call the
statistical_iv
Function:- Calculate IV by calling the
statistical_iv
function with the specified parameters (That is used for OptimalBinning package).
result_df = statistical_iv(df, variables_names, var_y, type_vars, max_bins)
- Calculate IV by calling the
Example Result:
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
statistical_iv-0.2.3.tar.gz
(4.8 kB
view hashes)
Built Distribution
Close
Hashes for statistical_iv-0.2.3-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 9743b9f82fa656298081aefd19730412bb6cdeb26f514c37d4ffc04214448b9d |
|
MD5 | f0c7c140edad99e52683752ebb3fbadc |
|
BLAKE2b-256 | 456022e04dce0cc6abfa8c5f21ed4eaf823537e2f52955cef61cf31d0b7451c4 |