PDtoolkit
1.2.0Collection of Tools for PD Rating Model Development and Validation
Overview
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
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- NOTE2026-06-090 OK · 13 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-080 OK · 12 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-100 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 94%
- Return-value docs
- 100%
- References docs
- 27%
Downloads
Repository
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Repository practices
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.
Dependencies
Nothing depends on this yet.
Code & Tests
Datasets
People & History
10 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.2.0Latest
- 1.1.12023-08-16 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 1.1.02023-04-07 · diff ↗
- 1.0.12023-02-14 · diff ↗
- 1.0.02022-11-16 · diff ↗
- 0.4.02022-06-06 · diff ↗
- 0.3.02022-04-27 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 0.2.02022-03-06 · diff ↗
- 0.1.02022-02-04 · diff ↗
- 0.0.92022-01-04
- RR 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")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.
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.