Analyze and Forecast Credit Migrations

Documentation for package ‘RTransProb’ version 0.1.0

data-package	data
histData-package	histData
predData_mnl-package	predData_mnl
predData_svm-package	predData_svm
cfdates	Create Date Squence
cohort.CI	Bootstrapped confidence intervals - Cohort
cohort.TTC	Cohort - Data Weighting and "TTC" Calculation
data	data
duration.CI	Bootstrapped confidence intervals - Duration
duration.TTC	Duration - Data Weighting and "TTC" Calculation
expandTransData	Reshape Data to 'Wide' Data Format
fromThresholds	Convert credit quality thresholds to probabilities.
histData	histData
matlabToPOSIX	Convert a numeric MATLAB datenum to R POSIXt time values
POSIXTomatlab	Convert between MATLAB datenum and R POSIXt
predData_mnl	predData_mnl
predData_svm	predData_svm
toThresholds	Convert probabilities to credit quality thresholds.
transForecast	Forecast - using Credit Cycle
transForecast_mnl	Forecast - using Multinomial Logistic Regression
transForecast_svm	Forecast - using Support Vector Machines
TransitionProb	Estimation of credit transition probabilities
VecOfTransData	Vector of Transition Counts