PDtoolkit
Collection of Tools for PD Rating Model Development and Validation
Description
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.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-macos-arm64 | 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 | NOTE |
Check details (14 non-OK)
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) ensemble.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) staged.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
| ^
Check History
NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
|
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
|
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
|
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
|
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
|
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
|
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
|
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
|
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
|
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
|
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
|
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
|
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
|
Rd files
checkRd: (-1) embedded.blocks.Rd:39: Lost braces
39 | \item{miv.threshold}{MIV (marginal information value) entrance threshold applicable only for code{"stepMIV"} method.
| ^
checkRd: (-1) embedded.blocks.Rd:44: Lost braces
44 | \item{m.ch.p.val}{Significance level of p-value for marginal chi-square test applicable only for code{"stepMIV"} method.
|