R packages by klarsen1

Information - Data Exploration with Information Theory (Weight-of-Evidence and Information Value)

Performs exploratory data analysis and variable screening for binary classification models using weight-of-evidence (WOE) and information value (IV). In order to make the package as efficient as possible, aggregations are done in data.table and creation of WOE vectors can be distributed across multiple cores. The package also supports exploration for uplift models (NWOE and NIV).

Last updated 9 years ago

7.42 score 44 stars 103 scripts 1.2k downloads

MarketMatching - Market Matching and Causal Impact Inference

For a given test market find the best control markets using time series matching and analyze the impact of an intervention. The intervention could be a marketing event or some other local business tactic that is being tested. The workflow implemented in the Market Matching package utilizes dynamic time warping (the 'dtw' package) to do the matching and the 'CausalImpact' package to analyze the causal impact. In fact, this package can be considered a "workflow wrapper" for those two packages. In addition, if you don't have a chosen set of test markets to match, the Market Matching package can provide suggested test/control market pairs and pseudo prospective power analysis (measuring causal impact at fake interventions).

Last updated 9 months ago

7.29 score 131 stars 38 scripts 1.3k downloads