Package: creditratingsystem
Type: Package
Title: Offline Credit Risk Modelling, Calibration and Validation
Version: 0.1.0
Authors@R: c(
    person("RiskDataScience GmbH", role = c("aut", "cph")),
    person("Dimitrios", "Geromichalos", email = "riskdatascience@web.de",
           role = "cre", comment = "Dr."))
Description: 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.
License: AGPL-3
Encoding: UTF-8
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
NeedsCompilation: no
Packaged: 2026-10-16 14:09:40 UTC; qwert123
Author: RiskDataScience GmbH [aut, cph],
  Dimitrios Geromichalos [cre] (Dr.)
Maintainer: Dimitrios Geromichalos <riskdatascience@web.de>
Repository: CRAN
Date/Publication: 2026-10-28 11:20:21 UTC
