One-Sided Multivariate Testing Procedures for Rating Systems

minP.adj.pvalue | Adjusted p-values for the multiple test. |

par.dist.default | Create default parameters for a distribution |

power.target.Nclasses | Compute the alternative hypothesis' PDs by increasing the PDs... |

ratingData | Data for rating classes of S&P |

region.acceptance | Determine acceptance region for a test |

region.power | Compute the power for a region and a given simple alternative... |

sample.knowledge.H1 | Draw a random sample from assumed distribution of H1 values.... |

simul.scenario.rs | Determine cardinality and power for a statistical test. |

validateRS-package | Multiple testing procedures for validation of rating systems. |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.