Package: migrate 0.5.0
Michael Thomas
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>.
Authors:
migrate_0.5.0.tar.gz
migrate_0.5.0.zip(r-4.5)migrate_0.5.0.zip(r-4.4)migrate_0.5.0.zip(r-4.3)
migrate_0.5.0.tgz(r-4.4-any)migrate_0.5.0.tgz(r-4.3-any)
migrate_0.5.0.tar.gz(r-4.5-noble)migrate_0.5.0.tar.gz(r-4.4-noble)
migrate_0.5.0.tgz(r-4.4-emscripten)migrate_0.5.0.tgz(r-4.3-emscripten)
migrate.pdf |migrate.html✨
migrate/json (API)
NEWS
| # Install 'migrate' in R: |
| install.packages('migrate', repos = c('https://ketchbrookanalytics.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/ketchbrookanalytics/migrate/issues
- mock_credit - Mock dataset containing credit statistics by customer at two time intervals. Some customers only exist in one time interval (they either became a customer after the first time interval, or discontinued being a customer before the second time interval).
credit-riskfinancerisk-management
Last updated 5 months agofrom:9556b7fdf9. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 07 2024 |
| R-4.5-win | OK | Nov 07 2024 |
| R-4.5-linux | OK | Nov 07 2024 |
| R-4.4-win | OK | Nov 07 2024 |
| R-4.4-mac | OK | Nov 07 2024 |
| R-4.3-win | OK | Nov 07 2024 |
| R-4.3-mac | OK | Nov 07 2024 |
Exports:build_matrixmigrate
Dependencies:clicpp11dplyrfansigenericsgluelifecyclemagrittrpillarpkgconfigpurrrR6rlangstringistringrtibbletidyrtidyselectutf8vctrswithr
