Transform to WOE

library(data.table)
library(magrittr)
library(plyr)
library(dplyr)
library(Information)

dt <- data.table:::data.table(response = rbinom(100, 1, 0.35), x1 = rnorm(100),
                 x2 = sample(LETTERS[1:3], 100, TRUE))
IV <- Information:::create_infotables(dt, y = "response")
closeAllConnections()
new_dt <- names(IV$Tables) %>% plyr:::llply(function(varName){
  if (grepl("\\[[^]]*\\]", IV$Tables[[varName]][[varName]][1]))
  {
    boundaries <- IV$Tables[[varName]][[varName]] %>% gsub("\\[|\\]", "", .) %>%
      strsplit(',') %>% do.call(rbind, .) %>% {c(.[,1], .[nrow(.),2])} %>% as.numeric
    cut(floor(dt[[varName]]*100)/100, boundaries, include.lowest = TRUE) %>%
      {IV$Tables[[varName]][["WOE"]][as.integer(.)]} %>% return

  } else
  {
    plyr:::mapvalues(dt[[varName]], IV$Tables[[varName]][[varName]],
                     IV$Tables[[varName]][["WOE"]]) %>% as.numeric %>% return
  }
}) %>% set_names(names(IV$Tables)) %>% dplyr:::as_data_frame %>%
  mutate(response = dt$response)