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.
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Benjamin Christoffersen, a year ago
Report a bug at https://github.com/boennecd/DtD/issues
Browse source code at
Benjamin Christoffersen [cre, aut]
Robert Gentleman [cph]
Ross Ihaka [cph]
Imports Rcpp, checkmate
Suggests knitr, rmarkdown, testthat, microbenchmark
Linking to Rcpp, RcppArmadillo
System requirements: C++11
See at CRAN