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monobin  

Monotonic Binning for Credit Rating Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("monobin", "0.2.4")



Attach the package and use:
library("monobin")
Maintained by
Andrija Djurovic
[Scholar Profile | Author Map]
First Published: 2021-05-31
Latest Update: 2022-07-21
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.
How to cite:
Andrija Djurovic (2021). monobin: Monotonic Binning for Credit Rating Models. R package version 0.2.4, https://cran.r-project.org/web/packages/monobin. Accessed 29 Mar. 2025.
Previous versions and publish date:
0.0.9 (2021-05-31 14:10), 0.1.0 (2021-07-02 21:00), 0.1.1 (2021-08-02 22:50), 0.2.0 (2021-10-21 13:20), 0.2.1 (2021-11-22 08:10), 0.2.2 (2022-03-09 12:30), 0.2.3 (2022-04-18 11:42)
Other packages that cited monobin R package
View monobin citation profile
Other R packages that monobin depends, imports, suggests or enhances
Complete documentation for monobin
Functions, R codes and Examples using the monobin R package
Some associated functions: cum.bin . gcd . iso.bin . mdt.bin . ndr.bin . pct.bin . sts.bin . woe.bin . 
Some associated R codes: 00_GLOBALS.R . 01_PCT_BINNING.R . 02_ISO_BINNING.R . 03_WOE_BINNING.R . 04_CUM_BINNING.R . 05_STS_BINNING.R . 06_NDR_BINNING.R . 07_MDT_BINNING.R . 99_CHECKS.R . data.R .  Full monobin package functions and examples
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