Create Credit State Migration (Transition) Matrices

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) . 2. Perederiy, V. (2017) .


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Reference manual

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install.packages("migrate")

0.3.0 by Michael Thomas, 2 months ago


https://github.com/mthomas-ketchbrook/migrate


Report a bug at https://github.com/mthomas-ketchbrook/migrate/issues


Browse source code at https://github.com/cran/migrate


Authors: Michael Thomas [aut, cre] , Brad Lindblad [ctb]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports dplyr, tidyr, crayon, stringr, tibble, rlang, utils, magrittr

Suggests testthat, knitr, rmarkdown


See at CRAN