validateRS

Package: validateRS
Type: Package
Title: One-Sided Multivariate Testing Procedures for Rating Systems
Version: 1.0.0
Date: 2015-12-24
Author: Coppens F., Mayer M., Millischer L., Resch F., Sauer S., Schulze K.
Maintainer: Coppens F. <francois.coppens@nbb.be>
Description: An implementation of statistical tests for the validation of rating systems as described in the ECB Working paper ''Advances in multivariate back-testing for credit risk underestimation'', by F. Coppens, M. Mayer, L. Millischer, F. Resch, S. Sauer, K. Schulze (ECB WP series, forthcoming).
Depends: truncnorm, triangle, reshape2, data.table
License: EUPL
Packaged: 2015-12-26 08:57:42 UTC; Karine
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-12-26 10:04:35

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'validateRS' ...
** package 'validateRS' successfully unpacked and MD5 sums checked
** R
** data
** preparing package for lazy loading
** help
*** installing help indices
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    finding HTML links ... done
    minP.adj.pvalue                         html  
    par.dist.default                        html  
    power.target.Nclasses                   html  
    ratingData                              html  
    region.acceptance                       html  
    region.power                            html  
    sample.knowledge.H1                     html  
    simul.scenario.rs                       html  
    validateRS-package                      html  
** building package indices
** testing if installed package can be loaded
* DONE (validateRS)
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