migrate
Create Credit State Migration (Transition) Matrices
Tools to help convert credit risk data at two timepoints 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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.5.1 |
rolling linux/jammy R-4.5 | migrate_0.5.1.tar.gz |
170.8 KiB |
0.5.1 |
rolling linux/noble R-4.5 | migrate_0.5.1.tar.gz |
170.8 KiB |
0.5.1 |
rolling source/ R- | migrate_0.5.1.tar.gz |
154.2 KiB |
0.5.1 |
latest linux/jammy R-4.5 | migrate_0.5.1.tar.gz |
170.8 KiB |
0.5.1 |
latest linux/noble R-4.5 | migrate_0.5.1.tar.gz |
170.8 KiB |
0.5.1 |
latest source/ R- | migrate_0.5.1.tar.gz |
154.2 KiB |
0.5.1 |
2026-04-26 source/ R- | migrate_0.5.1.tar.gz |
154.2 KiB |
0.5.1 |
2026-04-23 source/ R- | migrate_0.5.1.tar.gz |
154.2 KiB |
0.5.1 |
2026-04-09 windows/windows R-4.5 | migrate_0.5.1.zip |
175.5 KiB |
0.5.0 |
2025-04-20 source/ R- | migrate_0.5.0.tar.gz |
153.6 KiB |