Does anyone know about a R Package like SMBinning that can make Optimal Binning for WoE analysis where you can impose restrictions like

  • minimum x number of Target in each bin
    • monotome trend (WoE is either continues increasing of decreasing)
    • WoE trend is allowed to have one max or min (v or n shape)

If you are willing to switch to Python, the OptBinning library supports the restrictions you mentioned and more. OptBinning implements a rigorous and flexible mathematical programming formulation to solving the optimal binning problem for a binary, continuous, and multiclass target type.


(Disclaimer: I am the author).


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