search for: lgdtoolkit

Displaying 2 results from an estimated 2 matches for "lgdtoolkit".

2023 Jan 31
0
New package - LGDtoolkit
Dear all, my new R package LGDtoolkit is now on CRAN. The goal of this package is to cover the most common steps in Loss Given Default (LGD) rating model development. The main procedures available are those that refer to bivariate and multivariate analysis. In particular two statistical methods for multivariate analysis are currently...
2023 Jan 31
0
New package - LGDtoolkit
Dear all, my new R package LGDtoolkit is now on CRAN. The goal of this package is to cover the most common steps in Loss Given Default (LGD) rating model development. The main procedures available are those that refer to bivariate and multivariate analysis. In particular two statistical methods for multivariate analysis are currently...