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
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 Mar. 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
lmSubsets
Exact and approximation algorithms for variable-subset
selection in ordinary linear regression mode ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Marc Hofmann (view profile)
SAMtool
Simulation tools for closed-loop simulation are provided for the 'MSEtool' operating model to inform ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Quang Huynh (view profile)
ReviewR
A portable Shiny tool to explore patient-level electronic health record data
and perform chart revi ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: David Mayer (view profile)
testDriveR
Provides data sets for teaching statistics and data science courses. It includes a sample of data f ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Christopher Prener (view profile)
portalr
Download and generate summaries for the rodent,
plant, ant, and weather data from the Portal Projec ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Glenda M. Yenni (view profile)
nextGenShinyApps
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
26,264
R Packages
223,360
Dependencies
70,376
Author Associations
26,265
Publication Badges
