| Name : R-validateRS
| |
| Version : 1.0.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.7.7
| Date : 2024-06-14 11:48:00
|
| Group : Development/Libraries/Other
| Source RPM : R-validateRS-1.0.0-lp153.7.7.src.rpm
|
| Size : 0.12 MB
| |
| Packager : (none)
| |
| Summary : One-Sided Multivariate Testing Procedures for Rating Systems
|
Description :
An implementation of statistical tests for the validation of rating
systems as described in the ECB Working paper \'\'Advances in
multivariate back-testing for credit risk underestimation\'\', by F.
Coppens, M. Mayer, L. Millischer, F. Resch, S. Sauer, K. Schulze (ECB
WP series, forthcoming).
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
