Q:

Where can I download the Chileancredit data set that is part of smbinning in R

I have downloaded and installed the package smbinning in R
library(smbinning).
R has installed this package successfully. 
There is supposedly a data set called chileancredit that comes with the package
data(chileancredit) yields nothing.
Where can I get hold of this data set

A:

Using data() you can see the datasets included in each package:
Data sets in package ‘smbinning’:

smbsimdf1                         Simulated Credit Data
smbsimdf2                         Monotonic Binning Sample Data
smbsimdf3                         Monotonic Binning Sample Data

"smbsimdf1" might be what you are looking for.

