continuous.py 文件源码

def cal_woe(crosstab):
        '''
        ???????WOE??????c???WOE???log(r(x=c,y=1)/r(x=c,y=0))?
        ??r(x=c,y=1)=N(x=c,y=1)/N(y=1)??????r(x=c,y=0)=N(x=c,y=0)/N(y=0)??????
        crosstab????DataFrame?index????????column?y???0/1??
        ???????????????????WOE?
        '''
        tmp=crosstab.copy()
        #??????????????
        tmp[tmp==0]=1
        r=tmp/tmp.sum(axis=0)
        result=np.log(r[1]/r[0])
        return dict(result)