README.md
In boennecd/DtD: Distance to Default
DtD: Distance to Default
This package provides fast methods to work with Merton's distance to default model. The methods includes simulation and estimation of the parameters. It can be installed with devtools by calling
devtools::install_github("boennecd/DtD")
or install with the version on CRAN
install.packages("DtD")
See this vignette for examples of how to use the functions.
boennecd/DtD documentation built on Nov. 9, 2020, 6:23 p.m.
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DtD: Distance to Default
This package provides fast methods to work with Merton's distance to default model. The methods includes simulation and estimation of the parameters. It can be installed with devtools by calling
devtools::install_github("boennecd/DtD")
or install with the version on CRAN
install.packages("DtD")
See this vignette for examples of how to use the functions.
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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