OptimClassifier provides a set of tools for creating models, selecting the best parameters combination for a model, and select the best threshold for your binary classification. The package contains tools for:
as well as others that will be implemented in the future.
This is a basic example which shows you how to solve a common credit scoring problem with this package:
## Load a Dataset data(AustralianCredit) ## Create the model creditscoring <- Optim.GLM(Y~., AustralianCredit, p = 0.7, seed=2018) #See a ranking of the models tested print(creditscoring) #Access to summary of the best model summary(creditscoring) #Do not sure of like the best model??, you can access to the all model, for example the 2nd model summary(creditscoring,2)