Package: migrate 0.5.1

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], Dylan Hughes [ctb]

migrate_0.5.1.tar.gz
migrate_0.5.1.zip(r-4.7)migrate_0.5.1.zip(r-4.6)migrate_0.5.1.zip(r-4.5)
migrate_0.5.1.tgz(r-4.6-any)migrate_0.5.1.tgz(r-4.5-any)
migrate_0.5.1.tar.gz(r-4.7-any)migrate_0.5.1.tar.gz(r-4.6-any)
migrate_0.5.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
migrate/json (API)

# 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

Pkgdown/docs site:https://ketchbrookanalytics.github.io

Datasets:

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).

On CRAN:

credit-risk finance risk-management

6.02 score 7 stars 15 scripts 619 downloads 25 mentions 2 exports 20 dependencies

Last updated from:e45cda1db6. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	160
source / vignettes	OK	153
linux-release-x86_64	OK	123
macos-release-arm64	OK	74
macos-oldrel-arm64	OK	72
windows-devel	OK	71
windows-release	OK	82
windows-oldrel	OK	70
wasm-release	OK	110

Exports:build_matrix migrate

Dependencies:cli cpp11 dplyr generics glue lifecycle magrittr pillar pkgconfig purrr R6 rlang stringi stringr tibble tidyr tidyselect utf8 vctrs withr

migrate

Using | Background | Getting Started | Handle IDs with observations at a single timepoint

Rendered frommigrate.Rmdusingknitr::rmarkdown

Last update: 2024-07-10
Started: 2020-11-18

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Build a state migration (transition) matrix	build_matrix
Summarize the migration of a data frame	migrate
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).	mock_credit