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) <arXiv:1708.00062>.

Version: 0.3.0
Depends: R (≥ 3.1)
Imports: dplyr (≥ 1.0.2), tidyr (≥ 1.1.0), crayon (≥ 1.3.4), stringr (≥ 1.4.0), tibble (≥ 3.0.1), rlang, utils, magrittr
Suggests: testthat (≥ 2.1.0), knitr, rmarkdown
Published: 2020-12-07
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


Reference manual: migrate.pdf
Vignettes: migrate
Package source: migrate_0.3.0.tar.gz
Windows binaries: r-devel: migrate_0.3.0.zip, r-release: migrate_0.3.0.zip, r-oldrel: migrate_0.3.0.zip
macOS binaries: r-release: migrate_0.3.0.tgz, r-oldrel: migrate_0.3.0.tgz
Old sources: migrate archive


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