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creditratingsystem: Offline Credit Risk Modelling, Calibration and Validation

Native credit risk calculations, statistical estimation, calibration, validation and cash flow simulation using local structured data. Methods cover consumer and business lending with explicit modelling assumptions, diagnostics and reproducible reference data.

Version: 0.1.1
Depends: R (≥ 4.1.2)
Imports: stats, utils, jsonlite, digest, lpSolve, Matrix, survival, glmnet, MASS, e1071, brglm2, splines, xgboost, copula, mvtnorm, vars, urca, KFAS
Suggests: testthat, knitr, rmarkdown
Published: 2026-10-29
DOI: 10.32614/CRAN.package.creditratingsystem
Author: RiskDataScience GmbH [aut, cph], Dimitrios Geromichalos [cre] (Dr.)
Maintainer: Dimitrios Geromichalos <riskdatascience at web.de>
License: AGPL-3
NeedsCompilation: no
Materials: README
CRAN checks: creditratingsystem results

Documentation:

Reference manual: creditratingsystem.html , creditratingsystem.pdf

Downloads:

Package source: creditratingsystem_0.1.1.tar.gz
Windows binaries: r-devel: creditratingsystem_0.1.0.zip, r-release: creditratingsystem_0.1.1.zip, r-oldrel: creditratingsystem_0.1.1.zip
macOS binaries: r-release (arm64): creditratingsystem_0.1.1.tgz, r-oldrel (arm64): creditratingsystem_0.1.1.tgz, r-release (x86_64): creditratingsystem_0.1.1.tgz, r-oldrel (x86_64): creditratingsystem_0.1.1.tgz
Old sources: creditratingsystem archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=creditratingsystem to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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