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>.

Version: 0.5.0
Depends: R (≥ 4.1)
Imports: dplyr (≥ 1.0.7), tidyr (≥ 1.1.0), tibble (≥ 3.0.1), rlang, utils, cli, glue
Suggests: testthat (≥ 2.1.0), knitr, rmarkdown
Published: 2024-07-10
DOI: 10.32614/CRAN.package.migrate
Author: Michael Thomas [aut, cre], Brad Lindblad [ctb], Ivan Millanes [ctb]
Maintainer: Michael Thomas <mthomas at ketchbrookanalytics.com>
BugReports: https://github.com/ketchbrookanalytics/migrate/issues
License: MIT + file LICENSE
URL: https://github.com/ketchbrookanalytics/migrate, https://ketchbrookanalytics.github.io/migrate/
NeedsCompilation: no
Language: en-US
Materials: README NEWS
CRAN checks: migrate results

Documentation:

Reference manual: migrate.pdf
Vignettes: migrate

Downloads:

Package source: migrate_0.5.0.tar.gz
Windows binaries: r-devel: migrate_0.5.0.zip, r-release: migrate_0.5.0.zip, r-oldrel: migrate_0.5.0.zip
macOS binaries: r-release (arm64): migrate_0.5.0.tgz, r-oldrel (arm64): migrate_0.5.0.tgz, r-release (x86_64): migrate_0.5.0.tgz, r-oldrel (x86_64): migrate_0.5.0.tgz
Old sources: migrate archive

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