Monotonic Binning for Credit Rating Models
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Documentation for package ‘monobin’ version 0.2.4
Help Pages
| cum.bin | Monotonic binning based on maximum cumulative target rate (MAPA) |
| gcd | Excerpt from German Credit Data |
| iso.bin | Three-stage monotonic binning procedure |
| mdt.bin | Monotonic binning driven by decision tree |
| ndr.bin | Four-stage monotonic binning procedure including regression with nested dummies |
| pct.bin | Monotonic binning based on percentiles |
| sts.bin | Four-stage monotonic binning procedure with statistical test correction |
| woe.bin | Four-stage monotonic binning procedure with WoE threshold |