Monotonic Binning for Credit Rating Models
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-03-10
Documentation
- Help pages
- 8
- Examples that run
- 100%7 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 74%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Repository
Stars over time
Forks over time
1 development-tooling and community-health practice detected across 1 family in the upstream repository
Checks run against github.com/andrija-djurovic/monobin on 2026-10-22.
Dependencies
Installing monobin adds 58 packages (30 with compiled code, 54 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 0.2.4Latest
- RR 4.2.0 released · 2022-04-22
- 0.2.32022-04-18 · diff ↗
- 0.2.22022-03-09 · diff ↗
- 0.2.12021-11-22 · diff ↗
- 0.2.0
- 0.1.12021-08-02 · diff ↗
- 0.1.02021-07-02 · diff ↗
- 0.0.92021-05-31
- RR 4.1.0 released · 2021-05-18
Package metadata
- First published
- 2021-05-31
- Total releases
- 8 / 5 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 4.0 KB / 1 file
- Download size
- 22 KB
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