RTransProb-Internal

cm.matrix.counts

cm.matrix

cm.vector.counts

getidTotCntCohort

getidTotCntDuration

is.leapyear

yearFractionLocal

getRatingsSnapshotsLocal

getSampleTotals

getSampleTotalsDur

getCategoriesLocal

getTransitionProbability

fixDate

 internal

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>.

Ab NDiaye

RTransProb

Analyze and Forecast Credit Migrations

RTransProb-Internal function

Internal RTransProb Functions — RTransProb-Internal

Internal RTransProb Functions

RTransProb-Internal: Internal RTransProb Functions

Description

Arguments