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RTransProb: Analyze and Forecast Credit Migrations
A set of functions used to automate commonly used methods in credit risk to estimate migration (transition) matrices. The package includes multiple methods for bootstrapping default rates and forecasting/stress testing credit exposures migrations, via Econometric and Machine Learning approaches. More information can be found at <https://analyticsrusers.blog>.
Getting started
Browse package contents
Package details |
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|---|---|
| Author | Ab NDiaye |
| Maintainer | Ab NDiaye <ab.ndiaye@illumirisk.com> |
| License | GPL-2 |
| Version | 0.3.3 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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