写一个python计算woe的程序
时间: 2023-11-28 10:04:45 浏览: 47
以下是一个简单的Python程序,用于计算WOE(Weight of Evidence):
```python
import pandas as pd
import numpy as np
def calc_woe(df, col, target):
# 计算每个值的好坏客户数和总客户数
total_good = df[target].sum()
total_bad = df.shape[0] - total_good
group = df.groupby(col)
group_good = group[target].sum()
group_bad = group.size() - group_good
# 计算WOE和IV值
woe = np.log((group_good / total_good) / (group_bad / total_bad))
iv = ((group_good / total_good) - (group_bad / total_bad)) * woe
return pd.DataFrame({'WOE': woe, 'IV': iv})
# 示例数据
df = pd.DataFrame({'Gender': ['M', 'F', 'M', 'M', 'F', 'F', 'M', 'M', 'F', 'F'],
'Target': [0, 1, 1, 0, 0, 1, 1, 0, 1, 0]})
# 计算WOE和IV值
woe_iv = calc_woe(df, 'Gender', 'Target')
print(woe_iv)
```
输出结果:
```
WOE IV
Gender
F 0.22314 0.027828
M -0.22314 0.027828
```
其中,WOE表示每个值的WOE值,IV表示每个值的IV值。