R: Collection of Tools for LGD Rating Model Development

# Collection of Tools for LGD Rating Model Development

## Documentation for package ‘LGDtoolkit’ version 0.2.0

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

embedded.blocks | Embedded blocks regression
ensemble.blocks | Ensemble blocks regression
heterogeneity | Testing heterogeneity of the LGD rating model
homogeneity | Testing homogeneity of the LGD rating model
interaction.transformer | Extract risk factors interaction from decision tree
kfold.idx | Indices for K-fold validation
kfold.vld | K-fold model cross-validation
lgd.ds.c | Synthetic modeling dataset
r.squared | Coefficient of determination
rf.interaction.transformer | Extract interactions from random forest
sc.merge | Special case merging procedure
staged.blocks | Staged blocks regression
stepFWD | Customized stepwise (OLS & fractional logistic) regression with p-value and trend check
stepRPC | Stepwise (OLS & fractional logistic) regression based on risk profile concept