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predict(type = "response") with
alpha = NULL now returns the conditional mean loss rate
(the effective PD), Phi(qnorm(p) + sum kappa_j u_j),
matching the convention of predict.glm(). Previously it
returned pnorm() of the linear predictor, which is the
conditional median; that quantity is now available via
alpha = 0.5.vcov(), confint(), and
summary() gain a type argument.
type = "HAC" computes heteroskedasticity- and
autocorrelation-consistent standard errors via
sandwich::lrvar(); extra arguments are forwarded to it. The
default type = "iid" is unchanged. sandwich is
a suggested dependency.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.
Health stats visible at Monitor.