monobin

Monotonic Binning for Credit Rating Models

v0.2.4 · Jul 21, 2022 · GPL (>= 3)

Description

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.

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CRAN Check Status

14 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	80.1s
r-devel-linux-x86_64-debian-gcc	OK	58.7s
r-devel-linux-x86_64-fedora-clang	OK	123s
r-devel-linux-x86_64-fedora-gcc	OK	117.9s
r-devel-macos-arm64	OK	20s
r-devel-windows-x86_64	OK	91s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	42s
r-oldrel-windows-x86_64	OK	112s
r-patched-linux-x86_64	OK	73.2s
r-release-linux-x86_64	OK	70.6s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	50s
r-release-windows-x86_64	OK	88s

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (3)

depends

PDtoolkit monobinShiny

imports

LGDtoolkit

Dependency Network

Version History

new 0.2.4 Mar 10, 2026

updated 0.2.4 ← 0.2.3 diff Jul 20, 2022

updated 0.2.3 ← 0.2.2 diff Apr 17, 2022

updated 0.2.2 ← 0.2.1 diff Mar 8, 2022

updated 0.2.1 ← 0.2.0 diff Nov 21, 2021

updated 0.2.0 ← 0.1.1 diff Oct 20, 2021

updated 0.1.1 ← 0.1.0 diff Aug 1, 2021

updated 0.1.0 ← 0.0.9 diff Jul 1, 2021

new 0.0.9 May 30, 2021