VecOfTransData: Vector of Transition Counts

In RTransProb: Analyze and Forecast Credit Migrations

Description

This function reshapes transition matrices of counts into a 'wide format', time series of transition counts.

Usage

VecOfTransData(lstCnt,ratingCat,startDate,endDate,snapshots)

Arguments

lstCnt	quarterly transition count data.
ratingCat	list containing the unique rating caetgories.
startDate	start date of the estimation time window, in string or numeric format. The default start date is the earliest date in 'data'.
endDate	end date of the estimation time window, in string or numeric format. The default end date is the latest date in 'data'. The end date cannot be a date before the start date.
snapshots	Integer indicating the number of credit-rating snapshots per year to be considered for the estimation. Valid values are 1, 4, 12, 54, and 356. For example, 1 = one snapshot per year

Value

The output is a time series vector of transition counts .

Author(s)

Abdoulaye (Ab) N'Diaye

RTransProb documentation built on May 2, 2019, 6:49 a.m.