Name : R-migrate
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Version : 0.5.0
| Vendor : obs://build_opensuse_org/devel:languages:R
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Release : lp154.1.1
| Date : 2024-07-11 10:05:46
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Group : Development/Libraries/Other
| Source RPM : R-migrate-0.5.0-lp154.1.1.src.rpm
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Size : 0.23 MB
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Packager : https://www_suse_com/
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Summary : Create Credit State Migration (Transition) Matrices
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Description :
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>.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |