Other packages > Find by keyword >

PDtoolkit  

Collection of Tools for PD Rating Model Development and Validation
View on CRAN: Click here


Download and install PDtoolkit package within the R console
Install from CRAN:
install.packages("PDtoolkit")

Install from Github:
library("remotes")
install_github("cran/PDtoolkit")

Install by package version:
library("remotes")
install_version("PDtoolkit", "1.2.0")



Attach the package and use:
library("PDtoolkit")
Maintained by
Andrija Djurovic
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-01-04
Latest Update: 2023-09-20
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.
How to cite:
Andrija Djurovic (2022). PDtoolkit: Collection of Tools for PD Rating Model Development and Validation. R package version 1.2.0, https://cran.r-project.org/web/packages/PDtoolkit
Previous versions and publish date:
0.0.9 (2022-01-04 10:50), 0.1.0 (2022-02-04 16:50), 0.2.0 (2022-03-06 11:40), 0.3.0 (2022-04-27 21:00), 0.4.0 (2022-06-06 20:10), 1.0.0 (2022-11-16 13:11), 1.0.1 (2023-02-14 10:50), 1.1.0 (2023-04-07 18:00), 1.1.1 (2023-08-16 17:34)
Other packages that cited PDtoolkit R package
View PDtoolkit citation profile
Other R packages that PDtoolkit depends, imports, suggests or enhances
Functions, R codes and Examples using the PDtoolkit R package
Some associated functions: auc.model . bivariate . boots.vld . cat.bin . cat.slice . confusion.matrix . constrained.logit . create.partitions . cutoff.palette . decision.tree . dp.testing . embedded.blocks . encode.woe . ensemble.blocks . evrs . fairness.vld . heterogeneity . hhi . homogeneity . imp.outliers . imp.sc . interaction.transformer . kfold.idx . kfold.vld . loans . normal.test . num.slice . nzv . power . pp.testing . predict.cdt . psi . replace.woe . rf.clustering . rf.interaction.transformer . rs.calibration . scaled.score . segment.vld . smote . staged.blocks . stepFWD . stepMIV . stepRPC . univariate . ush.bin . ush.test . woe.tbl . 
Some associated R codes: 00_GLOBALS.R . 01_UNIVARIATE_ANALYSIS.R . 02_BIVARIATE_ANALYSIS.R . 03_CAT_RF_BINNING.R . 04_RF_CLUSTERING.R . 05_STEP_MIV.R . 06_MODEL_CV_BOOTS.R . 07_SEGMENT_VLD.R . 08_SCALED_SCORE.R . 09_CALIBRATION.R . 10_HETEROGENEITY.R . 11_HOMOGENEITY.R . 12_PREDICTIVE_POWER.R . 13_POWER_OF_PP_TESTS.R . 14_DISCRIMINATORY_POWER.R . 15_PSI.R . 16_PARTITIONS.R . 17_EVRS.R . 18_INTERACTION_TRANSFORMER.R . 19_STEP_FWD.R . 20_STEP_RPC.R . 21_STAGED_BLOCKS.R . 22_EMBEDDED_BLOCKS.R . 23_ENSEMBLE_BLOCKS.R . 24_NZV.R . 25_SMOTE.R . 26_CONSTRAINED_LOGIT.R . 27_RF_INTERACTION_TRANSFORMER.R . 28_HHI.R . 29_NORMAL_TEST.R . 30_CONFUSION_MATRIX.R . 31_U_SHAPE.R . 32_KFOLD_INDICES.R . 33_FAIRNESS_VLD.R . 34_DECISION_TREE.R . 55_HELPERS_.R . data.R .  Full PDtoolkit package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
mistral  
Methods in Structural Reliability
Various reliability analysis methods for rare event inference (computing failure probability and qua ...
Download / Learn more Package Citations See dependency  
steepness  
Testing Steepness of Dominance Hierarchies
The steepness package computes steepness as a property of dominance hierarchies. Steepness is define ...
Download / Learn more Package Citations See dependency  
critpath  
Setting the Critical Path in Project Management
Solving the problem of project management using CPM (Critical Path Method), PERT (Program Evaluation ...
Download / Learn more Package Citations See dependency  
ftaproxim  
Fault Tree Analysis Based on Proxel Simulation
Calculation and plotting of instantaneous unavailabilities of basic events along with the top event ...
Download / Learn more Package Citations See dependency  
rdbnomics  
Download DBnomics Data
R access to hundreds of millions data series from DBnomics API (). ...
Download / Learn more Package Citations See dependency  

22,114

R Packages

188,080

Dependencies

55,244

Author Associations

22,115

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns