MASS, mvtnorm, invgamma, gdata, truncnorm, postpack, wiqid

The package helps to analyze the default risk of credit portfolios. Commonly known models,
like CreditRisk+ or the CreditMetrics model are implemented in their very basic settings.
The portfolio loss distribution can be achieved either by simulation or analytically
in case of the classic CreditRisk+ model. Models are only implemented to respect losses
caused by defaults, i.e. migration risk is not included. The package structure is kept
flexible especially with respect to distributional assumptions in order to quantify the
sensitivity of risk figures with respect to several assumptions. Therefore the package
can be used to determine the credit risk of a given portfolio as well as to quantify
model sensitivities.
Rcpp (>= 0.11.2), methods, RcppProgress(>= 0.1)

Analyze the default risk of credit portfolios. Commonly known models,
like CreditRisk+ or the CreditMetrics model are implemented in their very basic settings.
The portfolio loss distribution can be achieved either by simulation or analytically
in case of the classic CreditRisk+ model. Models are only implemented to respect losses
caused by defaults, i.e. migration risk is not included. The package structure is kept
flexible especially with respect to distributional assumptions in order to quantify the
sensitivity of risk figures with respect to several assumptions. Therefore the package
can be used to determine the credit risk of a given portfolio as well as to quantify
model sensitivities.
Rcpp (>= 0.11.2), methods, RcppProgress(>= 0.1), parallel

Implements Generic Composite Similarity Measure
person(given = "Yadong",
family = "Liu",
role = c("aut", "cre"),
email = "liuyadong828@gmail.com",
comment = c(ORCID = "0000-0002-1283-3451"))
Provides implementation of the generic composite similarity measure
(GCSM) described in Liu et al. (2020) <doi:10.1016/j.ecoinf.2020.101169>. The
implementation is in C++ and uses 'RcppArmadillo'. Additionally, implementations
of the structural similarity (SSIM) and the composite similarity measure based
on means, standard deviations, and correlation coefficient (CMSC), are included.