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LGDtoolkit

0.2.0Package record

Collection of Tools for LGD Rating Model Development

0packages depend
2.3Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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.

Changes in 0.2.0

1. Internal function ``summary.tbl` renamed as `summ.tbl`` to avoid S3 conflict

2. New functions:

  • ``heterogeneity`` - validation of heterogeneity of the rating scale
  • ``homogeneity`` - validation of homogeneity of the rating scale

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 2.3 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-09
  • ERROR12 OK, 1 ERROR2026-06-08
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.2.0
READMEYes · 2,788 wordsVignettesNoNEWSYes · 67% structured · mentions 0.2.0Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
14
Examples that run
100%13 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
0%

Downloads

2.3K
CRAN downloads in the past year
Rank #21,566 · ~6/day · ~194/mo
Daily download trend is not available in this view yet.
23130 days
61590 days
2.3K1 year
Compare downloads with other packages →
Also on68 r2u3 autocran

Repository

9Stars
1Forks
0Open issues
0Open PRs
0Releases
68Commits
1Commit identities
License file reads as GPL-3.0 · 68 commits · Last activity 2024-08-23 · +28.6% stars, 30d
Responsiveness
not measured

Stars over time

2025-07-19 · 72026-10-03 · 9
PracticesBeta

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

Checks run against github.com/andrija-djurovic/lgdtoolkit on 2026-10-21.

CRAN release process (1)
cran-comments.md
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
2 external dependencies (excludes base and recommended)

Installing LGDtoolkit adds 59 packages (30 with compiled code, 54 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.

Depends (1)
R >= 2.10
Imports (2)
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (1)
Author, Maintainer since 0.0.9 (2023)
Releases (3)

Pick two releases to compare their code metrics.

  • 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
    record
    2023-05-30 · current release · diff ↗ ·
    added 2 exports
    heterogeneity, homogeneity
  • R
    R 4.3.0 released · 2023-04-21
  • 0.1.0
    record
    2023-03-08 · diff ↗
  • 0.0.9
    record
    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

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("LGDtoolkit")
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 package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

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

APA

Balamuta, J. J. (2026). R Observatory: Metrics for LGDtoolkit version 0.2.0 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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