Tools to help convert credit risk data at two time points 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: | 0.4.0 |
| Depends: | R (≥ 3.1) |
| Imports: | dplyr (≥ 1.0.7), tidyr (≥ 1.1.0), tibble (≥ 3.0.1), rlang, utils, magrittr |
| Suggests: | testthat (≥ 2.1.0), knitr, rmarkdown |
| Published: | 2021-10-15 |
| Author: | Michael Thomas [aut, cre], Brad Lindblad [ctb] |
| Maintainer: | Michael Thomas <mthomas at ketchbrookanalytics.com> |
| BugReports: | https://github.com/mthomas-ketchbrook/migrate/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/mthomas-ketchbrook/migrate |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | README NEWS |
| CRAN checks: | migrate results |
| Reference manual: | migrate.pdf |
| Vignettes: |
migrate |
| Package source: | migrate_0.4.0.tar.gz |
| Windows binaries: | r-prerel: migrate_0.4.0.zip, r-release: migrate_0.4.0.zip, r-oldrel: migrate_0.4.0.zip |
| macOS binaries: | r-prerel (arm64): migrate_0.4.0.tgz, r-release (arm64): migrate_0.4.0.tgz, r-oldrel (arm64): migrate_0.4.0.tgz, r-prerel (x86_64): migrate_0.4.0.tgz, r-release (x86_64): migrate_0.4.0.tgz |
| Old sources: | migrate archive |
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