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PDtoolkit

1.2.0

Collection of Tools for PD Rating Model Development and Validation

0packages depend
3.2Kdownloads / year
test coverage
0/13checks pass

Overview

About
Maintained by Andrija DjurovicFirst published 2022-01-0410 releasesCRAN page ↗GitHub ↗

The goal of this package is to cover the most common steps in probability of default (PD) rating model development and validation. The main procedures available are those that refer to univariate, bivariate, multivariate analysis, calibration and validation. Along with accompanied 'monobin' and 'monobinShiny' packages, 'PDtoolkit' provides functions which are suitable for different data transformation and modeling tasks such as: imputations, monotonic binning of numeric risk factors, binning of categorical risk factors, weights of evidence (WoE) and information value (IV) calculations, WoE coding (replacement of risk factors modalities with WoE values), risk factor clustering, area under curve (AUC) calculation and others. Additionally, package provides set of validation functions for testing homogeneity, heterogeneity, discriminatory and predictive power of the model.

Install

Health

CRAN checks
13NOTE
Failing flavors
  • NOTE r-devel-linux-x86_64-debian-clang
  • NOTE r-devel-linux-x86_64-debian-gcc
  • NOTE r-devel-linux-x86_64-fedora-clang
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  • NOTE r-devel-windows-x86_64
  • NOTE r-oldrel-macos-arm64
  • NOTE r-oldrel-macos-x86_64
  • NOTE r-oldrel-windows-x86_64
  • NOTE r-patched-linux-x86_64
  • NOTE r-release-linux-x86_64
  • NOTE r-release-macos-arm64
  • NOTE r-release-macos-x86_64
  • NOTE r-release-windows-x86_64
Slowest check: 3.8 min · r-oldrel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
3
Dependencies · direct
Check history
  • NOTE2026-06-09
    0 OK · 13 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-06-08
    0 OK · 12 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • NOTE2026-03-10
    0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 7,476 wordsVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
94%
Return-value docs
100%
References docs
27%

Downloads

3.2K
CRAN downloads in the past year
Rank #13,590 · ~9/day · ~263/mo
Daily download trend is not available in this view yet.
20630 days
76590 days
3.2K1 year
Compare downloads with other packages →
Also on99 r2u31 autocran402 conda_forge

Repository

Repository
17Stars
7Forks
0Open issues
0Open PRs
0Releases
525Commits
1Contributors
License GPL-3.0 · 525 commits · Last activity 2025-12-09 · 0% stars, 30d

Stars over time

2025-07-19 · 152026-07-07 · 17

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/pdtoolkit 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 (2)
R >= 2.10monobin
Imports (2)
dplyrrpart
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)
Maintainer (1)
Author, Maintainer
Authors (1)
Author, Maintainer
Package Timeline

10 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
  • 1.2.0Latest
    2023-09-20 · current release · diff ↗
  • 1.1.1
    2023-08-16 · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • 1.1.0
    2023-04-07 · diff ↗
  • 1.0.1
    2023-02-14 · diff ↗
  • 1.0.0
    2022-11-16 · diff ↗
  • 0.4.0
    2022-06-06 · diff ↗
  • 0.3.0
    2022-04-27 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 0.2.0
    2022-03-06 · diff ↗
  • 0.1.0
    2022-02-04 · diff ↗
  • 0.0.9
    2022-01-04
  • R
    R 4.1.0 released · 2021-05-18

Package metadata

First published
2022-01-04
Total releases
10 / 4 yrs
License
GPL (>= 3) OSI
Minimum R
≥ 2.10
Bundled data
8.9 KB / 1 file
Download size
163 KB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("PDtoolkit")
Djurovic, A. (2023). PDtoolkit: Collection of Tools for PD Rating Model Development and Validation (Version 1.2.0) [Computer software]. https://doi.org/10.32614/CRAN.package.PDtoolkit

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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for PDtoolkit version 1.2.0 [Data set]. HJJB, LLC. Data release v2026-08-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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