Man pages for dangulod/ECTools
Economic Capital Tools
| ad.test | Anderson-Darling Test of Goodness-of-Fit |
| boxcox | boxcox transformation and evaluation |
| CeROpt | Optimizacion del CeR |
| cer_optim | CeR optimization |
| corscale | corscale |
| cor_stress | Stressed correlation |
| cutcor | cutcor |
| diss_cor | Dissimilarity Index Combining Temporal Correlation and Raw... |
| diss.COR | diss.COR |
| DtD | Distance to default |
| fit_saddlepoint | Saddle-point aproximation |
| fit_skewt | Moment estimation of the skew-t distribution |
| fitted_cor | Fitted matrix |
| flresi | Get the residuals from a regression |
| Fx_class | Title |
| get_equation | Get equation |
| get_param | Get parameters of skewt class |
| get_sensitivities | Get Global & local factor sensitivities |
| get_suggestions | Get Global & local factor sensitivities |
| ggplot_missing | ggplot_missing |
| k1 | The first raw moment |
| k2 | The second central moment |
| k2_boost | Boostraping of the second central moment |
| k3 | The third central moment |
| k4 | The fourth central moment |
| k5 | The fifth central moment |
| k6 | The sixth central moment |
| ks_test | Kolmogorov-Smirnov Tests |
| lambda.box | Fit the lambda which optimize the loglikehood function |
| lg | Modified lag function |
| llcor | Correlations bewteen lags |
| matrix_hclust | matrix_hclust |
| maxccf | maxccf |
| maxccfdf | maxccfdf |
| multiplot | Multiple plot function |
| noindicesdiss | noindicesdiss |
| pairwise.diss | pairwise.diss |
| qqPlot | Quantile-comparison plots (J. Fox) |
| rho_retail | the coefficient of correlation for retail exposures defined |
| r_squared | Get R squared |
| scaledf | scaledf |
| skewn | Density function, distribution function, quantiles and random... |
| skewt | Density function, distribution function, quantiles and random... |
| tran | Standard and Poors transition matrix 2017 |
| TranMat | Functions to apply to the credit migration or transition... |
| weopt | Optimization weights which maximize the correlation between... |
