Package: monobin 0.2.4

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.

Authors:Andrija Djurovic [aut, cre]

monobin_0.2.4.tar.gz
monobin_0.2.4.zip(r-4.7-any)monobin_0.2.4.zip(r-4.6-any)monobin_0.2.4.zip(r-4.5-any)
monobin_0.2.4.tgz(r-4.6-any)monobin_0.2.4.tgz(r-4.5-any)
monobin_0.2.4.tar.gz(r-4.7-any)monobin_0.2.4.tar.gz(r-4.6-any)
monobin_0.2.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
monobin/json (API)

# Install 'monobin' in R:
install.packages('monobin', repos = c('https://andrija-djurovic.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/andrija-djurovic/monobin/issues

Datasets:
  • gcd - Excerpt from German Credit Data

On CRAN:

Conda:

5.06 score 6 stars 3 packages 43 scripts 542 downloads 7 exports 62 dependencies

Last updated from:399d18e9c8. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK136
source / vignettesOK182
linux-releaseOK178
macos-releaseOK122
macos-oldrelOK94
windows-develOK84
windows-releaseOK89
windows-oldrelOK88
wasm-releaseOK117

Exports:cum.biniso.binmdt.binndr.binpct.binsts.binwoe.bin

Dependencies:backportsbase64encbslibcachemcheckmatecliclustercolorspacecpp11data.tabledigestdplyrevaluatefarverfastmapfontawesomeforeignFormulafsgenericsggplot2gluegridExtragtablehighrHmischtmlTablehtmltoolshtmlwidgetsisobandjquerylibjsonliteknitrlabelinglifecyclemagrittrmemoisemimennetpillarpkgconfigR6rappdirsRColorBrewerrlangrmarkdownrpartrstudioapiS7sassscalesstringistringrtibbletidyselecttinytexutf8vctrsviridisLitewithrxfunyaml