klaudia-nazarko/iv-and-woe-python

Spearman correlation on bins

uditgt opened this issue · 0 comments

Hi. In case of data with repeated values, the bins will not all have same count. In such a case, it is better to calculate average of 'ones' in each bin by bin 'count', and use that to calculate spearman correlation (part of __generate_correct_bins function). The attached image might make it clearer. Thanks

image