| Name : R-monobin
| |
| Version : 0.2.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : 17.3
| Date : 2024-08-05 21:12:36
|
| Group : Development/Libraries/Other
| Source RPM : R-monobin-0.2.4-17.3.src.rpm
|
| Size : 0.12 MB
| |
| Packager : (none)
| |
| Summary : Monotonic Binning for Credit Rating Models
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/x86_64 |
