Package: validateRS
Type: Package
Title: One-Sided Multivariate Testing Procedures for Rating Systems
Version: 1.0.0
Date: 2015-12-24
Author: Coppens F., Mayer M., Millischer L., Resch F., Sauer S., Schulze K. 
Maintainer: Coppens F. <francois.coppens@nbb.be>
Description: An implementation of statistical tests for the validation of rating systems as described in the ECB Working paper ''Advances in multivariate back-testing for credit risk underestimation'', by F. Coppens, M. Mayer, L. Millischer, F.  Resch, S. Sauer, K. Schulze (ECB WP series, forthcoming).
Depends: truncnorm, triangle, reshape2, data.table
License: EUPL
Packaged: 2015-12-26 08:57:42 UTC; Karine
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-12-26 10:04:35
Built: R 3.4.4; ; 2019-04-25 20:48:51 UTC; windows
