search for: exponentail

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2008 Apr 17
0
Regarding Exponentail in R Stat
Hi,   I am working in different formula substitutions using R i have applied linear[lm(y~x)], Quadratic[lm(y~x+I(x^2))] and Cubic[lm(y~x+I(x^2)+I(x^3))] How to use/apply One Term Exponential, Two Term Exponential, Three Term Exponential formulas in R Stat. Regards, Guru [[alternative HTML version deleted]]
2010 Feb 15
0
Exponential Fitting to Credit default data - A theoretical query
...risk default data and am referring to "An introduction to Credit Risk Modelling" by Christian Bluhm. The literature affirms that 'the default frequencies grow exponentially with decreasing credit worthiness'.   I have a data of rating wise default frequencies. The idea is to fit exponentail of the type Y = a * exp( b*X ) where Y is (dependent variable) default frequency and X is rating class code. So e.g. suppose I have rating classes AAA, AA, A.... and so on coded as 1, 2, 3  etc. and suppose the observed default frequencies are  say 0.00011, 0.0029, 0.0083 respectively, then my val...