cer_optim: CeR optimization

In dangulod/ECTools: Economic Capital Tools

Description

CeR optimization

Usage

cer_optim(A = A, B = B, C = C, D = D, PD = PD, LGD = LGD,
  weight = weight, EAD = EAD, CORR = CORR, UL = UL, CONTRI = CONTRI,
  variation = 0.05, maxiter = 10000, parallel = F, tol = 1e-09, ...)

Arguments

A	A
B	B
C	C
D	D
PD	PD
LGD	LGD
weight	N_client
EAD	EAD
CORR	CORR
UL	UL
CONTRI	Conttribution
variation	range of parameter variation
maxiter	Numeric, the maximum number of iterations to run
parallel	a logical argument specifying if parallel computing should be used (TRUE) or not (FALSE, default) for evaluating the fitness function. This argument could also be used to specify the number of cores to employ; by default, this is taken from detectCores. Finally, the functionality of parallelization depends on system OS: on Windows only 'snow' type functionality is available, while on Unix/Linux/Mac OSX both 'snow' and 'multicore' (default) functionalities are available
tol	the desired accuracy.
...	additional named or unnamed arguments to be passed to ga

dangulod/ECTools documentation built on May 4, 2019, 3:19 p.m.