Package: RTransProb
Type: Package
Title: Analyze and Forecast Credit Migrations
Version: 0.1.0
Date: 2017-03-17
Author: Ab NDiaye
Maintainer: Ab NDiaye <pabdndiaye@gmail.com>
Description: A set of functions used to automate commonly used methods in credit risk. This includes multiple methods for bootstrapping default rates and forecasting/stress testing credit exposures migrations, via Econometrics and Machine Learning algorithms.
License: GPL-2
LazyData: TRUE
RoxygenNote: 6.0.1
Depends: R (>= 2.2.0)
Imports: chron, e1071, expm, matrixStats, nnet, pracma, zoo
NeedsCompilation: no
Packaged: 2017-04-10 23:53:42 UTC; Jamdoulaye
Repository: CRAN
Date/Publication: 2017-04-11 12:00:27 UTC
