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 |