Other packages > Find by keyword >

validateRS  

One-Sided Multivariate Testing Procedures for Rating Systems
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("validateRS", "1.0.0")



Attach the package and use:
library("validateRS")
Maintained by
Coppens F.
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-12-26
Latest Update: 2015-12-26
Description:
An implementation of statistical tests for the validation of rating systems as described in the ECB Working paper ''Advances in multivariate back-testing for credit risk underestimation'', by F. Coppens, M. Mayer, L. Millischer, F. Resch, S. Sauer, K. Schulze (ECB WP series, forthcoming).
How to cite:
Coppens F. (2015). validateRS: One-Sided Multivariate Testing Procedures for Rating Systems. R package version 1.0.0, https://cran.r-project.org/web/packages/validateRS
Previous versions and publish date:
1.0.0 (2015-12-26 10:04)
Other packages that cited validateRS R package
View validateRS citation profile
Other R packages that validateRS depends, imports, suggests or enhances
Functions, R codes and Examples using the validateRS R package
Some associated functions: minP.adj.pvalue . par.dist.default . power.target.Nclasses . ratingData . region.acceptance . region.power . sample.knowledge.H1 . simul.scenario.rs . validateRS-package . 
Some associated R codes: mkdata.R . validateRS.R .  Full validateRS package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
rdbnomics  
Download DBnomics Data
R access to hundreds of millions data series from DBnomics API (). ...
Download / Learn more Package Citations See dependency  
mistral  
Methods in Structural Reliability
Various reliability analysis methods for rare event inference (computing failure probability and qua ...
Download / Learn more Package Citations See dependency  
steepness  
Testing Steepness of Dominance Hierarchies
The steepness package computes steepness as a property of dominance hierarchies. Steepness is define ...
Download / Learn more Package Citations See dependency  
ftaproxim  
Fault Tree Analysis Based on Proxel Simulation
Calculation and plotting of instantaneous unavailabilities of basic events along with the top event ...
Download / Learn more Package Citations See dependency  
critpath  
Setting the Critical Path in Project Management
Solving the problem of project management using CPM (Critical Path Method), PERT (Program Evaluation ...
Download / Learn more Package Citations See dependency  

22,114

R Packages

188,080

Dependencies

55,244

Author Associations

22,115

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns