CRAN/E | monobin

monobin

Monotonic Binning for Credit Rating Models

Installation

About

Performs monotonic binning of numeric risk factor in credit rating models (PD, LGD, EAD) development. All functions handle both binary and continuous target variable. Functions that use isotonic regression in the first stage of binning process have an additional feature for correction of minimum percentage of observations and minimum target rate per bin. Additionally, monotonic trend can be identified based on raw data or, if known in advance, forced by functions' argument. Missing values and other possible special values are treated separately from so-called complete cases.

github.com/andrija-djurovic/monobin

Key Metrics

Version 0.2.4
R ≥ 2.10
Published 2022-07-21 814 days ago
Needs compilation? no
License GPL (≥ 3)
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Maintainer

Maintainer

Andrija Djurovic

Authors

Andrija Djurovic

aut / cre

Material

README
NEWS
Reference manual
Package source

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macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

monobin archive

Depends

dplyr
Hmisc
R ≥ 2.10

Reverse Depends

monobinShiny
PDtoolkit