Provides fast methods to work with Merton's distance to default
model introduced in Merton (1974) .
The methods includes simulation and estimation of the parameters.
It appears you don't have a PDF plugin for this browser. You can
click here to download the reference manual.
Benjamin Christoffersen, 12 days ago
Report a bug at https://github.com/boennecd/DtD/issues
Browse source code at
Benjamin Christoffersen [cre, aut]
Imports Rcpp, checkmate
Suggests knitr, rmarkdown, testthat, microbenchmark
Linking to Rcpp, RcppArmadillo
System requirements: C++11
See at CRAN