LDPD

Package: LDPD
Type: Package
Title: Probability of Default Calibration
Version: 1.1.2
Date: 2015-05-20
Author: Denis Surzhko
Maintainer: Denis Surzhko <densur@gmail.com>
Description: Implementation of most popular approaches to PD (probability of default) calibration: Quasi Moment Matching algorithm (D. Tasche), algorithm proposed by M. van der Burgt, K. Pluto and D. Tasche's most prudent estimation methodology.
License: GPL-2
Imports: MASS, nleqslv
Packaged: 2015-05-20 18:33:44 UTC; denis
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-05-21 09:42:38

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'LDPD' ...
** package 'LDPD' successfully unpacked and MD5 sums checked
** R
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'LDPD'
    finding HTML links ... done
    ARestimate                              html  
    LDPD-package                            html  
    PTMultiPeriodPD                         html  
    PTOnePeriodPD                           html  
    QMMPlot                                 html  
    QMMRecalibrate                          html  
    VDBCalibratePD                          html  
** building package indices
** testing if installed package can be loaded
* DONE (LDPD)
Making 'packages.html' ... done