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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 |
| Reference manual: | creditratingsystem.html , creditratingsystem.pdf |
| 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 |
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These binaries (installable software) and packages are in development.
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