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:Michael Thomas [aut, cre], Brad Lindblad [ctb], Ivan Millanes [ctb]

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

Peer review:

Bug tracker:https://github.com/ketchbrookanalytics/migrate/issues

On CRAN:

credit-riskfinancerisk-management

2 exports 6 stars 3.83 score 21 dependencies 25 mentions 9 scripts 528 downloads

Last updated 2 months agofrom:9556b7fdf9. Checks:OK: 7. Indexed: yes.

Exports:build_matrixmigrate

Dependencies:clicpp11dplyrfansigenericsgluelifecyclemagrittrpillarpkgconfigpurrrR6rlangstringistringrtibbletidyrtidyselectutf8vctrswithr