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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.
| Version: | 0.1.0 |
| 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 |
| Published: | 2026-10-28 |
| DOI: | 10.32614/CRAN.package.creditratingsystem (may not be active yet) |
| Author: | RiskDataScience GmbH [aut, cph], Dimitrios Geromichalos [cre] (Dr.) |
| Maintainer: | Dimitrios Geromichalos <riskdatascience at web.de> |
| License: | AGPL-3 |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | creditratingsystem results |
| Reference manual: | creditratingsystem.html , creditratingsystem.pdf |
| Package source: | creditratingsystem_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
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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.