Description: A set of functions used to automate commonly used methods in credit risk to estimate migration (transition) matrices. The package includes multiple methods for bootstrapping default rates and forecasting/stress testing credit exposures migrations, via Econometric and Machine Learning approaches.  More information can be found at <https://analyticsrusers.blog>.
Imports: chron, caret, e1071, expm, MASS, Matrix, matrixStats,
neuralnet, nnet, pracma, tcltk, zoo, Rcpp (>= 0.12.11)
Packaged: 2018-06-28 12:55:16 UTC; Jamdoulaye

Packaged: 2018-07-09 20:27:14 UTC; Jamdoulaye

Packaged: 2018-07-17 14:52:30 UTC; Jamdoulaye

Title: Measuring Information Flow Between Time Series with Shannon and
Description: Measuring information flow between time series with Shannon and Rényi transfer entropy. See also Dimpfl and Peter (2013) <doi:10.1515/snde-2012-0044> and Dimpfl and Peter (2014) <doi:10.1016/j.intfin.2014.03.004> for theory and applications to financial time series. Additional references can be found in the theory part of the vignette.
person("Simon", "Behrendt", , "simon.behrendt@zu.de", role = c("aut", "cre")),
person("David", "Zimmermann", role = c("aut")),
person("Thomas", "Dimpfl", role = c("aut")),
person("Franziska", "Peter", role = c("aut"))
Suggests: data.table, ggplot2, gridExtra, knitr, quantmod, rmarkdown,

person("David", "Zimmermann", email = "david_j_zimmermann@hotmail.com", role = c("aut", "cre")),
person("Simon", "Behrendt", role = c("aut")),

Imports: future (>= 1.19.0), future.apply, Rcpp

Authors@R: c(person("Jonathan Richard", "Shewchuk" , role=c("ctb", "cph")),
Title: Triangle - A 2D Quality Mesh Generator and Delaunay Triangulator
Description: This is a port of Jonathan Shewchuk's Triangle library to
R. From his description: "Triangle generates exact Delaunay
triangulations, constrained Delaunay triangulations, conforming
Delaunay triangulations, Voronoi diagrams, and high-quality
triangular meshes. The latter can be generated with no small or
large angles, and are thus suitable for finite element analysis."
Author: Jonathan Richard Shewchuk [ctb, cph],
Maintainer: David C. Sterratt <david.c.sterratt@ed.ac.uk>