R packages - Jan 2022 - [R] PDtoolkit: Collection of Tools for PD Rating Model Development

Dear R users,

I am happy to announce that my new package PDtoolkit is now available on
CRAN.

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.

For details and examples please check out the github page
https://github.com/andrija-djurovic/PDtoolkit  or README file on CRAN page
https://CRAN.R-project.org/package=PDtoolkit

Best regards,
Andrija Djurovic

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