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migrate: Create Credit State Migration (Transition) Matrices

Tools to help convert credit risk data at two time points into traditional credit state migration (aka, "transition") matrices. At a higher level, 'migrate' is intended to help an analyst understand how risk moved in their credit portfolio over a time interval. References to this methodology include: 1. Schuermann, T. (2008) <doi:10.1002/9780470061596.risk0409>. 2. Perederiy, V. (2017) <doi:10.48550/arXiv.1708.00062>.

Version: 0.4.0
Depends: R (≥ 3.1)
Imports: dplyr (≥ 1.0.7), tidyr (≥ 1.1.0), tibble (≥ 3.0.1), rlang, utils, magrittr
Suggests: testthat (≥ 2.1.0), knitr, rmarkdown
Published: 2021-10-15
Author: Michael Thomas [aut, cre], Brad Lindblad [ctb]
Maintainer: Michael Thomas <mthomas at ketchbrookanalytics.com>
BugReports: https://github.com/mthomas-ketchbrook/migrate/issues
License: MIT + file LICENSE
URL: https://github.com/mthomas-ketchbrook/migrate
NeedsCompilation: no
Language: en-US
Materials: README NEWS
CRAN checks: migrate results

Documentation:

Reference manual: migrate.pdf
Vignettes: migrate

Downloads:

Package source: migrate_0.4.0.tar.gz
Windows binaries: r-devel: migrate_0.4.0.zip, r-release: migrate_0.4.0.zip, r-oldrel: migrate_0.4.0.zip
macOS binaries: r-release (arm64): migrate_0.4.0.tgz, r-oldrel (arm64): migrate_0.4.0.tgz, r-release (x86_64): migrate_0.4.0.tgz, r-oldrel (x86_64): migrate_0.4.0.tgz
Old sources: migrate archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=migrate 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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