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>.
| Version: | 0.5.0 |
| Depends: | R (≥ 4.1) |
| Imports: | dplyr (≥ 1.0.7),tidyr (≥ 1.1.0),tibble (≥ 3.0.1),rlang, utils,cli,glue |
| Suggests: | testthat (≥ 2.1.0),knitr,rmarkdown |
| Published: | 2024-07-10 |
| DOI: | 10.32614/CRAN.package.migrate |
| Author: | Michael Thomas [aut, cre], Brad Lindblad [ctb], Ivan Millanes [ctb] |
| Maintainer: | Michael Thomas <mthomas at ketchbrookanalytics.com> |
| BugReports: | https://github.com/ketchbrookanalytics/migrate/issues |
| License: | MIT + fileLICENSE |
| URL: | https://github.com/ketchbrookanalytics/migrate,https://ketchbrookanalytics.github.io/migrate/ |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | README,NEWS |
| CRAN checks: | migrate results |
Documentation:
Downloads:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=migrateto link to this page.