predData_mnl

predData_mnl-package

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>.

predData_mnl: predData_mnl

Description

Arguments