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Looking for a tool to assist with univariate exploratory analysis as an early step in a model building process.

Capabilities I’m looking for are to recode or transform the raw predictor variable, x, to produce a representation of x that is efficient for use in a model. Some examples are reducing levels of a categorical predictor to just the predictive ones, plus “other”, or determining if a smoother would be appropriate for a continuous predictor. It’s particularly important that the tool provide informative visualizations, test holdout sample performance, scale to a large number of predictors, handle different types of response variables, and produce a nice summary of the entire analysis.

Should I build it (in R), buy it, or borrow it from something open source that already exists? Looking for advice.

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This is less a statistical question and more one of software. What you need is available on why modern statistical package, but for your money, R is free and easy to pick up, and I would recommend it for your task. It is essentially a programming language without the intent for statistical computing. A user is able to write a program (called s script) and then execute it. This can also be automated.

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  • $\begingroup$ Which statistical package do you think does this the best? Any R packages that you would recommend for this purpose? $\endgroup$ – user142389 Dec 14 '16 at 21:00
  • $\begingroup$ not to sound too pushy ... I believe I have helped write such a program and would be willing to help you off line as I don't wisj to commercialize this site as it is primarily about statistics. If you wish to pursue this please feel free to contact me. No program does all things perfectly ..the important thing is do it do the "important things very well" See stats.stackexchange.com/questions/251336/… for a (trivial) example of the automation and some of the graphics. $\endgroup$ – IrishStat Dec 14 '16 at 21:23
  • $\begingroup$ I should also point out that I'm looking for an automated process here. Something like a function or package of functions that transverses all the columns of data and provides all of this. $\endgroup$ – user142389 Dec 14 '16 at 21:25
  • $\begingroup$ That is indeed a feature ... $\endgroup$ – IrishStat Dec 14 '16 at 21:28
  • $\begingroup$ and there is also an R version ... $\endgroup$ – IrishStat Dec 14 '16 at 21:53

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