CreditMetrics (0.0-2)

0 users

Functions for calculating the CreditMetrics risk model.

A set of functions for computing the CreditMetrics risk model

Maintainer: Andreas Wittmann
Author(s): Andreas Wittmann <>

License: Unlimited

Uses: Does not use any package

Released about 13 years ago.

1 previous version



  (0 votes)


  (0 votes)

Log in to vote.


Related packages: ChainLadder, PerformanceAnalytics, Rcmdr, TSdbi, TTR, backtest, car, copula, dlm, dse, dyn, dynlm, fAssets, fBasics, fBonds, fCopulae, fExoticOptions, fExtremes, fGarch, fImport(20 best matches, based on common tags.)

Search for CreditMetrics on google, google scholar, r-help, r-devel.

Visit CreditMetrics on R Graphical Manual.