Extended Vasicek Credit Loss Model with Macroeconomic Factors R package vasicekfit version 0.1.0 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. Software Depends: R (>= 3.5.0) Imports: stats Suggests: testthat (>= 3.0.0), vasicek Dmitriy Mayorov <cran@dimview.org> Comprehensive R Archive Network (CRAN) Dmitriy Mayorov [aut, cre] MIT + file LICENSE (https://CRAN.R-project.org/package=vasicekfit/LICENSE) 2026-04-28 application/tgz https://CRAN.R-project.org/package=vasicekfit doi:10.32614/CRAN.package.vasicekfit