Package: RTransProb
Type: Package
Title: Analyze and Forecast Credit Migrations
Version: 0.3.3
Date: 2018-07-16
Author: Ab NDiaye
Maintainer: Ab NDiaye <ab.ndiaye@illumirisk.com>
Description: A set of functions used to automate commonly used methods in credit risk to estimate migration (transition) matrices. The package includes multiple methods for bootstrapping default rates and forecasting/stress testing credit exposures migrations, via Econometric and Machine Learning approaches.  More information can be found at <https://analyticsrusers.blog>.
LazyData: TRUE
RoxygenNote: 6.0.1
Depends: R (>= 2.2.0)
Imports: chron, caret, e1071, expm, MASS, Matrix, matrixStats,
        neuralnet, nnet, pracma, tcltk, zoo, Rcpp (>= 0.12.11)
LinkingTo: Rcpp, RcppArmadillo
License: GPL-2
NeedsCompilation: yes
Packaged: 2018-07-17 14:52:30 UTC; Jamdoulaye
Repository: CRAN
Date/Publication: 2018-07-17 17:10:11 UTC
Built: R 4.0.0; x86_64-w64-mingw32; 2020-04-10 12:21:43 UTC; windows
Archs: i386, x64
