Package: monobin
Title: Monotonic Binning for Credit Rating Models
Version: 0.2.4
Authors@R: 
    person(given = "Andrija",
           family = "Djurovic",
           role = c("aut", "cre"),
           email = "djandrija@gmail.com")
Maintainer: Andrija Djurovic <djandrija@gmail.com>
Description: 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.
License: GPL (>= 3)
URL: https://github.com/andrija-djurovic/monobin
Encoding: UTF-8
LazyData: true
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.1.1
Depends: dplyr, Hmisc, R (>= 2.10)
Config/pak/sysreqs: cmake make libicu-dev libuv1-dev
Repository: https://andrija-djurovic.r-universe.dev
Date/Publication: 2022-07-21 08:01:37 UTC
RemoteUrl: https://github.com/andrija-djurovic/monobin
RemoteRef: HEAD
RemoteSha: 399d18e9c88fac9b6e9e069d8d72fe34a4ae5e34
NeedsCompilation: no
Packaged: 2026-07-03 20:45:11 UTC; root
Author: Andrija Djurovic [aut, cre]