Man pages for dangulod/ECTools
Economic Capital Tools

ad.testAnderson-Darling Test of Goodness-of-Fit
boxcoxboxcox transformation and evaluation
CeROptOptimizacion del CeR
cer_optimCeR optimization
cor_optimGlobal & Local factor optimization
corscalecorscale
cor_stressStressed correlation
cutcorcutcor
diss_corDissimilarity Index Combining Temporal Correlation and Raw...
diss.CORdiss.COR
DtDDistance to default
fit_saddlepointSaddle-point aproximation
fit_skewtMoment estimation of the skew-t distribution
fitted_corFitted matrix
flresiGet the residuals from a regression
get_paramGet parameters of skewt class
get_sensitivitiesGet Global & local factor sensitivities
get_suggestionsGet Global & local factor sensitivities
ggplot_missingggplot_missing
k1The first raw moment
k2The second central moment
k2_boostBoostraping of the second central moment
k3The third central moment
k4The fourth central moment
k5The fifth central moment
k6The sixth central moment
ks_testKolmogorov-Smirnov Tests
lambda.boxFit the lambda which optimize the loglikehood function
lgModified lag function
llcorCorrelations bewteen lags
matrix_hclustmatrix_hclust
maxccfmaxccf
maxccfdfmaxccfdf
multiplotMultiple plot function
noindicesdissnoindicesdiss
pairwise.disspairwise.diss
qqPlotQuantile-comparison plots (J. Fox)
rho_retailthe coefficient of correlation for retail exposures defined
r_squaredGet R squared
scaledfscaledf
skewnDensity function, distribution function, quantiles and random...
skewtDensity function, distribution function, quantiles and random...
tranStandard and Poors transition matrix 2017
TranMatFunctions to apply to the credit migration or transition...
weoptOptimization weights which maximize the correlation between...
dangulod/ECTools documentation built on Dec. 5, 2017, 11:21 p.m.