Man pages for RTransProb
Analyze and Forecast Credit Migrations

cfdatesCreate Date Squence
cohort.CIBootstrapped confidence intervals - Cohort
cohort.TTCCohort - Data Weighting and "TTC" Calculation
datadata
dataTMdataTM
duration.CIBootstrapped confidence intervals - Duration
duration.TTCDuration - Data Weighting and "TTC" Calculation
expandTransDataReshape Data to 'Wide' Data Format
fromThresholdsConvert credit quality thresholds to probabilities.
getPITEstimation of credit transition probabilities
histDatahistData
histData.normzhistData.normz
matlabToPOSIXConvert a numeric MATLAB datenum to R POSIXt time values
POSIXTomatlabConvert between MATLAB datenum and R POSIXt
predData_ann_AdversepredData_ann_Adverse
predData_ann_BaselinepredData_ann_Baseline
predData_ann_SeverelyAdversepredData_ann_SeverelyAdverse
predData_lda_AdversepredData_lda_Adverse
predData_lda_BaselinepredData_lda_Baseline
predData_lda_SeverelyAdversepredData_lda_SeverelyAdverse
predData_mnl_AdversepredData_mnl_Adverse
predData_mnl_BaselinepredData_mnl_Baseline
predData_mnl_NoVariablespredData_mnl_NoVariables
predData_mnl_SeverelyAdversepredData_mnl_SeverelyAdverse
predData_svm_AdversepredData_svm_Adverse
predData_svm_BaselinepredData_svm_Baseline
predData_svm_SeverelyAdversepredData_svm_SeverelyAdverse
RTransProb-InternalInternal RTransProb Functions
toThresholdsConvert probabilities to credit quality thresholds.
transForecastForecast - using Credit Cycle
transForecast_annForecast - using Artificial Neural Networks
transForecast_ldaForecast - using Linear Discriminant Analysis
transForecast_mnlForecast - using Multinomial Logistic Regression
transForecast_svmForecast - using Support Vector Machines
TransitionProbEstimation of credit transition probabilities
transitionprobbytotalsestimate of transition probabilities.
VecOfTransDataVector of Transition Counts
RTransProb documentation built on May 2, 2019, 6:49 a.m.