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) .


Reference manual

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0.4.0 by Michael Thomas, 2 months ago

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

Documentation:   PDF Manual  

MIT + file LICENSE license

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

Suggests testthat, knitr, rmarkdown

See at CRAN