Analyze and Forecast Credit Migrations


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Documentation for package ‘RTransProb’ version 0.3.3

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data-package data
dataTM-package dataTM
histData-package histData
histData.normz-package histData.normz
predData_ann_Adverse-package predData_ann_Adverse
predData_ann_Baseline-package predData_ann_Baseline
predData_ann_SeverelyAdverse-package predData_ann_SeverelyAdverse
predData_lda_Adverse-package predData_lda_Adverse
predData_lda_Baseline-package predData_lda_Baseline
predData_lda_SeverelyAdverse-package predData_lda_SeverelyAdverse
predData_mnl_Adverse-package predData_mnl_Adverse
predData_mnl_Baseline-package predData_mnl_Baseline
predData_mnl_NoVariables-package predData_mnl_NoVariables
predData_mnl_SeverelyAdverse-package predData_mnl_SeverelyAdverse
predData_svm_Adverse-package predData_svm_Adverse
predData_svm_Baseline-package predData_svm_Baseline
predData_svm_SeverelyAdverse-package predData_svm_SeverelyAdverse
cfdates Create Date Squence
cohort.CI Bootstrapped confidence intervals - Cohort
cohort.TTC Cohort - Data Weighting and "TTC" Calculation
data data
dataTM dataTM
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
histData.normz histData.normz
matlabToPOSIX Convert a numeric MATLAB datenum to R POSIXt time values
POSIXTomatlab Convert between MATLAB datenum and R POSIXt
predData_ann_Adverse predData_ann_Adverse
predData_ann_Baseline predData_ann_Baseline
predData_ann_SeverelyAdverse predData_ann_SeverelyAdverse
predData_lda_Adverse predData_lda_Adverse
predData_lda_Baseline predData_lda_Baseline
predData_lda_SeverelyAdverse predData_lda_SeverelyAdverse
predData_mnl_Adverse predData_mnl_Adverse
predData_mnl_Baseline predData_mnl_Baseline
predData_mnl_NoVariables predData_mnl_NoVariables
predData_mnl_SeverelyAdverse predData_mnl_SeverelyAdverse
predData_svm_Adverse predData_svm_Adverse
predData_svm_Baseline predData_svm_Baseline
predData_svm_SeverelyAdverse predData_svm_SeverelyAdverse
toThresholds Convert probabilities to credit quality thresholds.
transForecast Forecast - using Credit Cycle
transForecast_ann Forecast - using Artificial Neural Networks
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