data-package | data |
histData-package | histData |
predData_mnl-package | predData_mnl |
predData_svm-package | predData_svm |
cfdates | Create Date Squence |
cohort.CI | Bootstrapped confidence intervals - Cohort |
cohort.TTC | Cohort - Data Weighting and "TTC" Calculation |
data | data |
duration.CI | Bootstrapped confidence intervals - Duration |
duration.TTC | Duration - Data Weighting and "TTC" Calculation |
expandTransData | Reshape Data to 'Wide' Data Format |
fromThresholds | Convert credit quality thresholds to probabilities. |
getPIT | Estimation of credit transition probabilities |
histData | histData |
matlabToPOSIX | Convert a numeric MATLAB datenum to R POSIXt time values |
POSIXTomatlab | Convert between MATLAB datenum and R POSIXt |
predData_mnl | predData_mnl |
predData_svm | predData_svm |
toThresholds | Convert probabilities to credit quality thresholds. |
transForecast | Forecast - using Credit Cycle |
transForecast_lda | Forecast - using Linear Discriminant Analysis |
transForecast_mnl | Forecast - using Multinomial Logistic Regression |
transForecast_svm | Forecast - using Support Vector Machines |
TransitionProb | Estimation of credit transition probabilities |
transitionprobbytotals | estimate of transition probabilities. |
VecOfTransData | Vector of Transition Counts |