auc.model               Area under curve (AUC)
bivariate               Bivariate analysis
boots.vld               Bootstrap model validation
cat.bin                 Categorical risk factor binning
cat.slice               Slice categorical variable
confusion.matrix        Confusion matrix
constrained.logit       Constrained logistic regression
create.partitions       Create partitions (aka nested dummy variables)
cutoff.palette          Palette of cutoff values that minimize and
                        maximize metrics from the confusion matrix
decision.tree           Custom decision tree algorithm
dp.testing              Testing the discriminatory power of PD rating
                        model
embedded.blocks         Embedded blocks regression
encode.woe              Encode WoE
ensemble.blocks         Ensemble blocks regression
evrs                    Modelling the Economic Value of Credit Rating
                        System
fairness.vld            Model fairness validation
heterogeneity           Testing heterogeneity of the PD rating model
hhi                     Herfindahl-Hirschman Index (HHI)
homogeneity             Testing homogeneity of the PD rating model
imp.outliers            Imputation methods for outliers
imp.sc                  Imputation methods for special cases
interaction.transformer
                        Extract risk factors interaction from decision
                        tree
kfold.idx               Indices for K-fold validation
kfold.vld               K-fold model cross-validation
loans                   German Credit Data
normal.test             Multi-period predictive power test
num.slice               Slice numeric variable
nzv                     Near-zero variance
power                   Power of statistical tests for predictive
                        ability testing
pp.testing              Testing the predictive power of PD rating model
predict.cdt             Predict method for custom decision tree
psi                     Population Stability Index (PSI)
replace.woe             Replace modalities of risk factor with weights
                        of evidence (WoE) value
rf.clustering           Risk factor clustering
rf.interaction.transformer
                        Extract interactions from random forest
rs.calibration          Calibration of the rating scale
scaled.score            Scaling the probabilities
segment.vld             Model segment validation
smote                   Synthetic Minority Oversampling Technique
                        (SMOTE)
staged.blocks           Staged blocks regression
stepFWD                 Customized stepwise regression with p-value and
                        trend check
stepFWDr                Customized stepwise regression with p-value and
                        trend check on raw risk factors
stepMIV                 Stepwise logistic regression based on marginal
                        information value (MIV)
stepRPC                 Stepwise logistic regression based on risk
                        profile concept
stepRPCr                Stepwise regression based on risk profile
                        concept and raw risk factors
univariate              Univariate analysis
ush.bin                 U-shape binning algorithm
ush.test                Testing for U-shape relation
woe.tbl                 Weights of evidence (WoE) table
