Description Usage Arguments Value References Examples

Calculates for a vector of realized categories `y`

and a vector of predicted categories `hx`

the cumulative LGD accuarcy ratio (CLAR) according to Ozdemir and Miu 2009.

1 | ```
clar(y, hx)
``` |

`y` |
a vector of realized values. |

`hx` |
a vector of predicted values. |

The function returns the CLAR for a vector of realized categories `y`

and a vector of predicted categories `hx`

.

Ozdemir, B., Miu, P., 2009. Basel II Implementation. A Guide to Developing and Validating a Compliant Internal Risk Rating System. McGraw-Hill, USA.

1 |

```
[1] 0.84
```

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