Provides fast methods to work with Merton's distance to default model introduced in Merton (1974) <doi:10.1111/j.1540-6261.1974.tb03058.x>. The methods includes simulation and estimation of the parameters.
Version: | 0.2.2 |
Imports: | Rcpp, checkmate |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | knitr, rmarkdown, testthat, microbenchmark |
Published: | 2020-02-11 |
DOI: | 10.32614/CRAN.package.DtD |
Author: | Benjamin Christoffersen [cre, aut], R-core [cph], Robert Gentleman [cph], Ross Ihaka [cph] |
Maintainer: | Benjamin Christoffersen <boennecd at gmail.com> |
BugReports: | https://github.com/boennecd/DtD/issues |
License: | GPL-2 |
NeedsCompilation: | yes |
SystemRequirements: | C++11 |
Materials: | NEWS |
In views: | Finance |
CRAN checks: | DtD results |
Reference manual: | DtD.pdf |
Vignettes: |
Using Distance to Default |
Package source: | DtD_0.2.2.tar.gz |
Windows binaries: | r-devel: DtD_0.2.2.zip, r-release: DtD_0.2.2.zip, r-oldrel: DtD_0.2.2.zip |
macOS binaries: | r-release (arm64): DtD_0.2.2.tgz, r-oldrel (arm64): DtD_0.2.2.tgz, r-release (x86_64): DtD_0.2.2.tgz, r-oldrel (x86_64): DtD_0.2.2.tgz |
Old sources: | DtD archive |
Please use the canonical form https://CRAN.R-project.org/package=DtD to link to this page.