R Observatory: Metrics for LGDtoolkit version 0.2.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

LGDtoolkit

0.2.0

Collection of Tools for LGD Rating Model Development

0packages depend

2.2Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Andrija DjurovicFirst published 2023-01-303 releasesCRAN page ↗GitHub ↗

The goal of this package is to cover the most common steps in Loss Given Default (LGD) rating model development. The main procedures available are those that refer to bivariate and multivariate analysis. In particular two statistical methods for multivariate analysis are currently implemented – OLS regression and fractional logistic regression. Both methods are also available within different blockwise model designs and both have customized stepwise algorithms. Descriptions of these customized designs are available in Siddiqi (2016) doi:10.1002/9781119282396.ch10 and Anderson, R.A. (2021) doi:10.1093/oso/9780192844194.001.0001. Although they are explained for PD model, the same designs are applicable for LGD model with different underlying regression methods (OLS and fractional logistic regression). To cover other important steps for LGD model development, it is recommended to use 'LGDtoolkit' package along with 'PDtoolkit', and 'monobin' (or 'monobinShiny') packages. Additionally, 'LGDtoolkit' provides set of procedures handy for initial and periodical model validation.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("LGDtoolkit", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("andrija-djurovic/LGDtoolkit")

Development version from andrija-djurovic/LGDtoolkit. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-lgdtoolkit

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-LGDtoolkit

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-LGDtoolkit

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 2.3 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

2

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 2,788 wordsVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 0%

Downloads

2.2K

CRAN downloads in the past year

Rank #19,736 · ~6/day · ~185/mo

Releases R versions

Daily download trend is not available in this view yet.

11630 days

57790 days

2.2K1 year

Compare downloads with other packages →

Also on99 r2u33 autocran

Repository

GitHub ↗ andrija-djurovic/lgdtoolkit

7Stars

1Forks

0Open issues

0Open PRs

0Releases

68Commits

1Contributors

License GPL-3.0 · 68 commits · Last activity 2024-08-23

Stars over time

2025-07-19 · 72026-07-07 · 7

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/andrija-djurovic/lgdtoolkit on 2026-08-23.

CRAN release process (1)

cran-comments.md

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (1)

R >= 2.10

Imports (2)

dplyr monobin

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Andrija Djurovic

Author, Maintainer

Authors (1)

Andrija Djurovic

Author, Maintainer

Package Timeline

3 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
0.2.0Latest
2023-05-30 · current release · diff ↗
R
R 4.3.0 released · 2023-04-21
0.1.0
2023-03-08 · diff ↗
0.0.9
2023-01-30
R
R 4.2.0 released · 2022-04-22

Package metadata

First published: 2023-01-30
Total releases: 3 / 3 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 2.10
Bundled data: 105 KB / 1 file
Download size: 141 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("LGDtoolkit")

Format

Djurovic, A. (2023). LGDtoolkit: Collection of Tools for LGD Rating Model Development (Version 0.2.0) [Computer software]. https://doi.org/10.32614/CRAN.package.LGDtoolkit

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for LGDtoolkit version 0.2.0 [Data set]. HJJB, LLC. Data release v2026-08-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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