plausi-methods: Checking input data for plausibility
In crp.CSFP: CreditRisk+ Portfolio Model
Description
This method checks the input data for plausibility. The following checks are done:
The PD for ratign classes should be non-decreasing according to the rating.
The exposure should not be negative.
The sector weights of each CP should not be negative and sum up to a number less or equal 1.
The sector variances should not be negative.
See Also
crp.CSFP documentation built on May 1, 2019, 8:50 p.m.
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Description
This method checks the input data for plausibility. The following checks are done:
The PD for ratign classes should be non-decreasing according to the rating.
The exposure should not be negative.
The sector weights of each CP should not be negative and sum up to a number less or equal 1.
The sector variances should not be negative.
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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