R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
GCPM
Generalized Credit Portfolio Model
View on CRAN: Click
here
Download and install GCPM package within the R console
Install from CRAN:
install.packages("GCPM")
Install from Github:
library("remotes")
install_github("cran/GCPM") Install by package version:
library("remotes")
install_version("GCPM", "1.2.2") Attach the package and use:
library("GCPM")
Maintained by
Kevin Jakob
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-11-18
Latest Update: 2016-12-30
Description:
Analyze the default risk of credit portfolios. Commonly known models,
like CreditRisk+ or the CreditMetrics model are implemented in their very basic settings.
The portfolio loss distribution can be achieved either by simulation or analytically
in case of the classic CreditRisk+ model. Models are only implemented to respect losses
caused by defaults, i.e. migration risk is not included. The package structure is kept
flexible especially with respect to distributional assumptions in order to quantify the
sensitivity of risk figures with respect to several assumptions. Therefore the package
can be used to determine the credit risk of a given portfolio as well as to quantify
model sensitivities.
How to cite:
Kevin Jakob (2014). GCPM: Generalized Credit Portfolio Model. R package version 1.2.2, https://cran.r-project.org/web/packages/GCPM. Accessed 07 Jun. 2026.
Previous versions and publish date:
Other packages that cited GCPM R package
View GCPM citation profile
Other R packages that GCPM depends,
imports, suggests or enhances
Complete documentation for GCPM
Functions, R codes and Examples using
the GCPM R package
Some associated functions: CDF-methods . EAD-methods . EC-methods . EC.cont-methods . EL-methods . EL.analyt-methods . ES-methods . ES.cont-methods . GCPM-class . GCPM-package . LGD-methods . LHR-methods . N-methods . NC-methods . NR-methods . NS-methods . PD-methods . PDF-methods . PL-methods . SD-methods . SD.analyt-methods . SD.cont-methods . SD.div-methods . SD.syst-methods . VaR-methods . VaR.cont-methods . W-methods . alpha.max-methods . analyze-methods . business-methods . country-methods . default-methods . export-methods . idiosyncr-methods . init . link.function-methods . loss-methods . loss.thr-methods . loss.unit-methods . model.type-methods . name-methods . plot-methods . portfolio.pois . portfolio.pool . portfolios . random.numbers-methods . sec.var-methods . sector.names-methods . seed-methods . show-methods . summary-methods .
Some associated R codes: GCPM.R . cpploss.R . other_functions.R . Full GCPM package functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
embryogrowth
Tools to Analyze the Thermal Reaction Norm of Embryo Growth
Tools to analyze the embryo growth and the sexualisation thermal reaction norms. See ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Marc Girondot (view profile)
r2resize
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
gRain
Bayesian Networks
Probability propagation in graphical independence networks, also
known as Bayesian networks or prob ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Søren Højsgaard (view profile)
keep
Arrays with Better Control over Dimension Dropping
Provides arrays with flexible control over dimension dropping when subscripting. ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Paavo Jumppanen (view profile)
xmlr
Read, Write and Work with 'XML' Data
'XML' package for creating and reading and manipulating 'XML', with an object model based on 'Refere ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Per Nyfelt (view profile)
cesR
Access the Canadian Election Study Datasets
Makes accessing and loading the Canadian Election Study (, ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Paul A. Hodgetts (view profile)
27,372
R Packages
233,548
Dependencies
72,820
Author Associations
27,205
Publication Badges
