monobin
0.2.4Monotonic 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
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
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Repository
Dependencies
Code & Tests
- Cyclomatic complexity
- 4.0 median / 11 max
- Documented parameters
- 74%
Test coverage
Line coverage
–
Expression
–
Tests / Examples
–
Functions
31 7 exported
Complexity
4.4 avg / 11 max
Call network
31 nodes / 61 edges
Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.
Call graph
Open call graph →Lowest coverage
Per-function coverage is not measured for this package yet.
People & History
8 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
- 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 ↗
- 0.2.02021-10-21 · diff ↗
- 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
- Installed size
- not tracked yet
- With dependencies
- not tracked yet