Tools to help convert credit risk data at two timepoints into traditional credit state migration (aka, "transition") matrices. At a higher level, 'migrate' is intended to help an analyst understand how risk moved in their credit portfolio over a time interval. References to this methodology include: 1. Schuermann, T. (2008) <doi:10.1002/9780470061596.risk0409>. 2. Perederiy, V. (2017) <doi:10.48550/arXiv.1708.00062>.
Version: 0.5.0 Depends: R (≥ 4.1) Imports: dplyr (≥ 1.0.7), tidyr (≥ 1.1.0), tibble (≥ 3.0.1), rlang, utils, cli, glue Suggests: testthat (≥ 2.1.0), knitr, rmarkdown Published: 2024-07-10 DOI: 10.32614/CRAN.package.migrate Author: Michael Thomas [aut, cre], Brad Lindblad [ctb], Ivan Millanes [ctb] Maintainer: Michael Thomas <mthomas at ketchbrookanalytics.com> BugReports: https://github.com/ketchbrookanalytics/migrate/issues License: MIT + file LICENSE URL: https://github.com/ketchbrookanalytics/migrate, https://ketchbrookanalytics.github.io/migrate/ NeedsCompilation: no Language: en-US Materials: README NEWS CRAN checks: migrate results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=migrate to link to this page.
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