{
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  "Title": "Create Credit State Migration (Transition) Matrices",
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  "Authors@R": "c(person(given = \"Michael\",\nfamily = \"Thomas\",\nrole = c(\"aut\", \"cre\"),\nemail = \"mthomas@ketchbrookanalytics.com\"),\nperson(given = \"Brad\",\nfamily = \"Lindblad\",\nrole = \"ctb\",\nemail = \"bradley.lindblad@gmail.com\"),\nperson(given = \"Ivan\",\nfamily = \"Millanes\",\nrole = \"ctb\",\nemail = \"imillanes@ketchbrookanalytics.com\"),\nperson(given = \"Dylan\",\nfamily = \"Hughes\",\nrole = \"ctb\",\nemail = \"dhughes@ketchbrookanalytics.com\"))",
  "Description": "Tools to help convert credit risk data at two timepoints\ninto traditional credit state migration (aka, \"transition\")\nmatrices. At a higher level, 'migrate' is intended to help an\nanalyst understand how risk moved in their credit portfolio\nover a time interval. References to this methodology include:\n1. Schuermann, T. (2008) <doi:10.1002/9780470061596.risk0409>.\n2. Perederiy, V. (2017) <doi:10.48550/arXiv.1708.00062>.",
  "License": "MIT + file LICENSE",
  "URL": "https://github.com/ketchbrookanalytics/migrate,\nhttps://ketchbrookanalytics.github.io/migrate/",
  "BugReports": "https://github.com/ketchbrookanalytics/migrate/issues",
  "Encoding": "UTF-8",
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  "Repository": "https://ketchbrookanalytics.r-universe.dev",
  "Date/Publication": "2026-01-11 05:09:37 UTC",
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    "User": "root"
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  "Author": "Michael Thomas [aut, cre],\nBrad Lindblad [ctb],\nIvan Millanes [ctb],\nDylan Hughes [ctb]",
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  "_updates": [
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      "week": "2026-02",
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