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CRAN: Package DtD

DtD: Distance to Default

Provides fast methods to work with Merton's distance to default model introduced in Merton (1974) <doi:10.1111/j.1540-6261.1974.tb03058.x>. The methods includes simulation and estimation of the parameters.

Version: 0.2.2 Imports: Rcpp, checkmate LinkingTo: Rcpp, RcppArmadillo Suggests: knitr, rmarkdown, testthat, microbenchmark Published: 2020-02-11 DOI: 10.32614/CRAN.package.DtD Author: Benjamin Christoffersen [cre, aut], R-core [cph], Robert Gentleman [cph], Ross Ihaka [cph] Maintainer: Benjamin Christoffersen <boennecd at gmail.com> BugReports: https://github.com/boennecd/DtD/issues License: GPL-2 NeedsCompilation: yes SystemRequirements: C++11 Materials: NEWS In views: Finance CRAN checks: DtD results Documentation: Reference manual: DtD.pdf Vignettes: Using Distance to Default (source, R code)
Downloads: Package source: DtD_0.2.2.tar.gz Windows binaries: r-devel: DtD_0.2.2.zip, r-release: DtD_0.2.2.zip, r-oldrel: DtD_0.2.2.zip macOS binaries: r-release (arm64): DtD_0.2.2.tgz, r-oldrel (arm64): DtD_0.2.2.tgz, r-release (x86_64): DtD_0.2.2.tgz, r-oldrel (x86_64): DtD_0.2.2.tgz Old sources: DtD archive Linking:

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