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:
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. Accessed 13 Mar. 2026.
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

Today's Hot Picks in Authors and Packages

gtop  
Game-Theoretically OPtimal (GTOP) Reconciliation Method
In hierarchical time series (HTS) forecasting, the hierarchical relation between multiple time serie ...
Download / Learn more Package Citations See dependency  
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  
beezdemand  
Behavioral Economic Easy Demand
Facilitates many of the analyses performed in studies of behavioral economic demand. The package su ...
Download / Learn more Package Citations See dependency  
vacuum  
Tukey's Vacuum Cleaner
An implementation of three procedures developed by John Tukey: FUNOP (FUll NOrmal Plot), FUNOR-FUNO ...
Download / Learn more Package Citations See dependency  
pedsuite  
Easy Installation of the 'pedsuite' Packages for Pedigree Analysis
The 'ped suite' is a collection of packages for pedigree analysis, covering applications in forensi ...
Download / Learn more Package Citations See dependency  
bzinb  
Bivariate Zero-Inflated Negative Binomial Model Estimator
Provides a maximum likelihood estimation of Bivariate Zero-Inflated Negative Binomial (BZINB) model ...
Download / Learn more Package Citations See dependency  

26,293

R Packages

225,784

Dependencies

70,376

Author Associations

26,294

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA