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... |
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