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optimbucket

This is an R package designed to help you bucket variables in a fast and optimal way. It uses Gini as a criterion but has several helper functions to do things manually.

Among other things, you can manipulate, plot and print ROC curves and different bucketings in a variety of ways. There are also functions for doing this process automatically for a large number of variables.

The package was initially conceived for Credit Scoring, but it can be used for several different applications.

Special thanks to Ramón Jiménez, the author of the "Optimal Gini Algorithm".

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