Package: PDtoolkit
Title: Collection of Tools for PD Rating Model Development and
        Validation
Version: 1.2.1
Authors@R: 
    person(given = "Andrija",
           family = "Djurovic",
           role = c("aut", "cre"),
           email = "djandrija@gmail.com")
Maintainer: Andrija Djurovic <djandrija@gmail.com>
Description: The goal of this package is to cover the most common steps
        in probability of default (PD) rating model development and
        validation. The main procedures available are those that refer
        to univariate, bivariate, multivariate analysis, calibration
        and validation. Along with accompanied 'monobin' and
        'monobinShiny' packages, 'PDtoolkit' provides functions which
        are suitable for different data transformation and modeling
        tasks such as: imputations, monotonic binning of numeric risk
        factors, binning of categorical risk factors, weights of
        evidence (WoE) and information value (IV) calculations, WoE
        coding (replacement of risk factors modalities with WoE
        values), risk factor clustering, area under curve (AUC)
        calculation and others. Additionally, package provides set of
        validation functions for testing homogeneity, heterogeneity,
        discriminatory and predictive power of the model.
License: GPL (>= 3)
URL: https://github.com/andrija-djurovic/PDtoolkit
Encoding: UTF-8
LazyData: true
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.1.1
Depends: monobin, R (>= 2.10)
Imports: dplyr, rpart
Config/pak/sysreqs: cmake make libicu-dev libuv1-dev
Repository: https://andrija-djurovic.r-universe.dev
Date/Publication: 2025-12-09 10:29:28 UTC
RemoteUrl: https://github.com/andrija-djurovic/pdtoolkit
RemoteRef: HEAD
RemoteSha: 5f86b4c5cb420952d13613a25b3ce1e110824a51
NeedsCompilation: no
Packaged: 2026-06-09 10:37:50 UTC; root
Author: Andrija Djurovic [aut, cre]