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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. Accessed 20 Apr. 2025.
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
03/2203/2603/2804/0104/0404/0604/0804/1204/17Downloads for validateRS0.511.522.533.544.555.566.5TrendBars

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