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
vasicekfit
View on CRAN: Click
here
Download and install vasicekfit package within the R console
Install from CRAN:
install.packages("vasicekfit")
Install from Github:
library("remotes")
install_github("cran/vasicekfit") Install by package version:
library("remotes")
install_version("vasicekfit", "0.2.0") Attach the package and use:
library("vasicekfit")
Maintained by
Dmitriy Mayorov
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-04-28
Latest Update: 2026-04-28
Description:
Fits the extended Vasicek single-factor credit loss model where the probability of default depends on macroeconomic covariates. Maximum likelihood estimates of all parameters, including asset value correlation, are obtained via closed-form probit-transformed OLS regression; see Mayorov (2026) <doi:10.2139/ssrn.6506378> for derivation.
How to cite:
Dmitriy Mayorov (2026). vasicekfit: Extended Vasicek Credit Loss Model with Macroeconomic Factors. R package version 0.2.0, https://cran.r-project.org/web/packages/vasicekfit. Accessed 05 Oct. 2026.
Previous versions and publish date:
(2026-07-10 22:20), 0.1.0 (2026-04-28 20:50)
Other packages that cited vasicekfit R package
View vasicekfit citation profile
Other R packages that vasicekfit depends,
imports, suggests or enhances
Complete documentation for vasicekfit
Functions, R codes and Examples using
the vasicekfit R package
Full vasicekfit package
functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
cdlTools
Downloads USDA National Agricultural Statistics Service (NASS)
cropscape data for a specified state ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Jonathan Lisic (view profile)
correlation
Lightweight package for computing different kinds
of correlations, such as partial correlations, Ba ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Brenton M. Wiernik (view profile)
genie
Includes the reference implementation of Genie - a hierarchical
clustering algorithm that links two ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Marek Gagolewski (view profile)
quickcode
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
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
28,905
R Packages
247,686
Dependencies
76,495
Author Associations
28,906
Publication Badges
