{ "_id": "6a1f010db401979e7341af42", "Package": "LGDtoolkit", "Title": "Collection of Tools for LGD Rating Model Development", "Version": "0.2.0", "Authors@R": "person(given = \"Andrija\",\nfamily = \"Djurovic\",\nrole = c(\"aut\", \"cre\"),\nemail = \"djandrija@gmail.com\")", "Maintainer": "Andrija Djurovic ", "Description": "The goal of this package is to cover the most common steps\nin Loss Given Default (LGD) rating model development. The main\nprocedures available are those that refer to bivariate and\nmultivariate analysis. In particular two statistical methods\nfor multivariate analysis are currently implemented – OLS\nregression and fractional logistic regression. Both methods are\nalso available within different blockwise model designs and\nboth have customized stepwise algorithms. Descriptions of these\ncustomized designs are available in Siddiqi (2016)\n and Anderson, R.A. (2021)\n. Although they are\nexplained for PD model, the same designs are applicable for LGD\nmodel with different underlying regression methods (OLS and\nfractional logistic regression). To cover other important steps\nfor LGD model development, it is recommended to use\n'LGDtoolkit' package along with 'PDtoolkit', and 'monobin' (or\n'monobinShiny') packages. Additionally, 'LGDtoolkit' provides\nset of procedures handy for initial and periodical model\nvalidation.", "License": "GPL (>= 3)", "URL": "https://github.com/andrija-djurovic/LGDtoolkit", "Encoding": "UTF-8", "LazyData": "true", "Roxygen": "list(markdown = TRUE)", "RoxygenNote": "7.1.1", "Config/pak/sysreqs": "cmake make libicu-dev libuv1-dev", "Repository": "https://andrija-djurovic.r-universe.dev", "Date/Publication": "2024-08-23 12:22:04 UTC", "RemoteUrl": "https://github.com/andrija-djurovic/lgdtoolkit", "RemoteRef": "HEAD", "RemoteSha": "1481c9b8cf6e9ed81718327f1acd3a70be51acd9", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-18 08:49:16 UTC", "User": "root" }, "Author": "Andrija Djurovic [aut, cre]", "MD5sum": "154ad0be662fb531e9beb4f63ae40c90", "_user": "andrija-djurovic", "_type": "src", "_file": "LGDtoolkit_0.2.0.tar.gz", "_fileid": "8a61f8d82e2f25876ad4a244cca9c593ed68a0cd27e21df4b5259f16156a107f", "_filesize": 297921, "_sha256": 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