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migrate  

Create Credit State Migration (Transition) Matrices
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("migrate", "0.5.0")



Attach the package and use:
library("migrate")
Maintained by
Michael Thomas
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-11-24
Latest Update: 2021-10-15
Description:
Tools to help convert credit risk data at two time points into traditional credit state migration (aka, "transition") matrices. At a higher level, 'migrate' is intended to help an analyst understand how risk moved in their credit portfolio over a time interval. References to this methodology include: 1. Schuermann, T. (2008) . 2. Perederiy, V. (2017) .
How to cite:
Michael Thomas (2020). migrate: Create Credit State Migration (Transition) Matrices. R package version 0.5.0, https://cran.r-project.org/web/packages/migrate. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.1.0 (2020-11-24 13:40), 0.2.0 (2020-11-26 02:00), 0.3.0 (2020-12-07 18:10), 0.4.0 (2021-10-15 20:10)
Other packages that cited migrate R package
View migrate citation profile
Other R packages that migrate depends, imports, suggests or enhances
Complete documentation for migrate
Functions, R codes and Examples using the migrate R package
Some associated functions: build_matrix . migrate . mock_credit . pipe . 
Some associated R codes: build_matrix.R . data.R . globals.R . migrate.R . utils-pipe.R .  Full migrate package functions and examples
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