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-- Bert
On Thu, Oct 25, 2012 at 1:08 PM, Keith Weintraub <kw1958 at gmail.com>
wrote:> Folks,
> I am working on a credit card defaults and transition probabilities. For
example a single credit card account could be in a number of states: up-to-date,
30, 60, 90 days in arrears or in default.
>
> * Are there packages in R that do estimation of the transition
probabilities given historical cohort defaults?
> * Any pointers to papers specific to this type of estimation?
> * Simulation of future "paths" of defaults.
>
> I know this is not strictly an R question so please feel free to slam me.
>
> Afterwards I would appreciate any pointers you might have.
>
> Thanks much for your time,
> KW
>
> --
>
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--
Bert Gunter
Genentech Nonclinical Biostatistics
Internal Contact Info:
Phone: 467-7374
Website:
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