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monobin: Monotonic Binning for Credit Rating Models

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.

Version: 0.2.4
Depends: dplyr, Hmisc, R (≥ 2.10)
Published: 2022-07-21
DOI: 10.32614/CRAN.package.monobin
Author: Andrija Djurovic [aut, cre]
Maintainer: Andrija Djurovic <djandrija at gmail.com>
License: GPL (≥ 3)
URL: https://github.com/andrija-djurovic/monobin
NeedsCompilation: no
Materials: README NEWS
In views: Finance
CRAN checks: monobin results

Documentation:

Reference manual: monobin.pdf

Downloads:

Package source: monobin_0.2.4.tar.gz
Windows binaries: r-devel: monobin_0.2.4.zip, r-release: monobin_0.2.4.zip, r-oldrel: monobin_0.2.4.zip
macOS binaries: r-release (arm64): monobin_0.2.4.tgz, r-oldrel (arm64): monobin_0.2.4.tgz, r-release (x86_64): monobin_0.2.4.tgz, r-oldrel (x86_64): monobin_0.2.4.tgz
Old sources: monobin archive

Reverse dependencies:

Reverse depends: monobinShiny, PDtoolkit
Reverse imports: LGDtoolkit

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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