| Name : R-PDtoolkit
| |
| Version : 1.2.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp155.5.1
| Date : 2024-06-10 04:36:01
|
| Group : Development/Libraries/Other
| Source RPM : R-PDtoolkit-1.2.0-lp155.5.1.src.rpm
|
| Size : 0.52 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : 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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
