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DtD  

Distance to Default
View on CRAN: Click here


Download and install DtD package within the R console
Install from CRAN:
install.packages("DtD")

Install from Github:
library("remotes")
install_github("cran/DtD")

Install by package version:
library("remotes")
install_version("DtD", "0.2.2")



Attach the package and use:
library("DtD")
Maintained by
Benjamin Christoffersen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-05-02
Latest Update: 2020-02-11
Description:
Provides fast methods to work with Merton's distance to default model introduced in Merton (1974) . The methods includes simulation and estimation of the parameters.
How to cite:
Benjamin Christoffersen (2018). DtD: Distance to Default. R package version 0.2.2, https://cran.r-project.org/web/packages/DtD. Accessed 05 Aug. 2026.
Previous versions and publish date:
0.1.0 (2018-05-02 21:50), 0.2.0 (2018-09-11 00:00), 0.2.1 (2019-01-10 15:40), 0.2.2 (2020-02-11 09:30), (2026-07-09 08:02)
Other packages that cited DtD R package
View DtD citation profile
Other R packages that DtD depends, imports, suggests or enhances
Complete documentation for DtD
Functions, R codes and Examples using the DtD R package
Some associated functions: BS_fit . BS_fit_rolling . BS_sim . get_underlying . merton_ll . 
Some associated R codes: BS_call.R . BS_fit.R . BS_sim.R . RcppExports.R . get_underlying.R . logLike.R . rolling.R . roxygen_tags.R . utils.R .  Full DtD package functions and examples
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