Package: RTransProb
Type: Package
Title: Analyze and Forecast Credit Migrations
Version: 0.2.0
Date: 2017-11-30
Author: Ab NDiaye
Maintainer: Ab NDiaye <pabdndiaye@gmail.com>
Description: A set of functions used to automate commonly used methods in credit risk to estimate migration (transition) matrices. The package includes multiple methods for bootstrapping default rates and forecasting/stress testing credit exposures migrations, via Econometrics and Machine Learning algorithms.
LazyData: TRUE
RoxygenNote: 6.0.1
Depends: R (>= 2.2.0)
Imports: chron, e1071, expm, MASS, Matrix, matrixStats, nnet, pracma,
        tcltk, zoo, Rcpp (>= 0.12.11)
LinkingTo: Rcpp, RcppArmadillo
License: GPL-2
NeedsCompilation: yes
Packaged: 2018-01-19 15:20:15 UTC; Jamdoulaye
Repository: CRAN
Date/Publication: 2018-01-21 18:55:43 UTC
