migrate: Create Credit State Migration (Transition) Matrices
Tools to help convert credit risk data at two timepoints
into traditional credit state migration (aka, "transition") matrices.
At a higher level, 'migrate' is intended to help an analyst understand
how risk moved in their credit portfolio over a time interval.
References to this methodology include:
1. Schuermann, T. (2008) <doi:10.1002/9780470061596.risk0409>.
2. Perederiy, V. (2017) <doi:10.48550/arXiv.1708.00062>.
| Version: |
0.5.0 |
| Depends: |
R (≥ 4.1) |
| Imports: |
dplyr (≥ 1.0.7), tidyr (≥ 1.1.0), tibble (≥ 3.0.1), rlang, utils, cli, glue |
| Suggests: |
testthat (≥ 2.1.0), knitr, rmarkdown |
| Published: |
2024-07-10 |
| DOI: |
10.32614/CRAN.package.migrate |
| Author: |
Michael Thomas [aut, cre],
Brad Lindblad [ctb],
Ivan Millanes [ctb] |
| Maintainer: |
Michael Thomas <mthomas at ketchbrookanalytics.com> |
| BugReports: |
https://github.com/ketchbrookanalytics/migrate/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/ketchbrookanalytics/migrate,
https://ketchbrookanalytics.github.io/migrate/ |
| NeedsCompilation: |
no |
| Language: |
en-US |
| Materials: |
README NEWS |
| CRAN checks: |
migrate results |
Documentation:
Downloads:
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