# Analyze and Forecast Credit Migrations

## Documentation for package ‘RTransProb’ version 0.3.3

- DESCRIPTION file.

## Help Pages

data-package | data
dataTM-package | dataTM
histData-package | histData
histData.normz-package | histData.normz
predData_ann_Adverse-package | predData_ann_Adverse
predData_ann_Baseline-package | predData_ann_Baseline
predData_ann_SeverelyAdverse-package | predData_ann_SeverelyAdverse
predData_lda_Adverse-package | predData_lda_Adverse
predData_lda_Baseline-package | predData_lda_Baseline
predData_lda_SeverelyAdverse-package | predData_lda_SeverelyAdverse
predData_mnl_Adverse-package | predData_mnl_Adverse
predData_mnl_Baseline-package | predData_mnl_Baseline
predData_mnl_NoVariables-package | predData_mnl_NoVariables
predData_mnl_SeverelyAdverse-package | predData_mnl_SeverelyAdverse
predData_svm_Adverse-package | predData_svm_Adverse
predData_svm_Baseline-package | predData_svm_Baseline
predData_svm_SeverelyAdverse-package | predData_svm_SeverelyAdverse
cfdates | Create Date Squence
cohort.CI | Bootstrapped confidence intervals - Cohort
cohort.TTC | Cohort - Data Weighting and "TTC" Calculation
data | data
dataTM | dataTM
duration.CI | Bootstrapped confidence intervals - Duration
duration.TTC | Duration - Data Weighting and "TTC" Calculation
expandTransData | Reshape Data to 'Wide' Data Format
fromThresholds | Convert credit quality thresholds to probabilities.
getPIT | Estimation of credit transition probabilities
histData | histData
histData.normz | histData.normz
matlabToPOSIX | Convert a numeric MATLAB datenum to R POSIXt time values
POSIXTomatlab | Convert between MATLAB datenum and R POSIXt
predData_ann_Adverse | predData_ann_Adverse
predData_ann_Baseline | predData_ann_Baseline
predData_ann_SeverelyAdverse | predData_ann_SeverelyAdverse
predData_lda_Adverse | predData_lda_Adverse
predData_lda_Baseline | predData_lda_Baseline
predData_lda_SeverelyAdverse | predData_lda_SeverelyAdverse
predData_mnl_Adverse | predData_mnl_Adverse
predData_mnl_Baseline | predData_mnl_Baseline
predData_mnl_NoVariables | predData_mnl_NoVariables
predData_mnl_SeverelyAdverse | predData_mnl_SeverelyAdverse
predData_svm_Adverse | predData_svm_Adverse
predData_svm_Baseline | predData_svm_Baseline
predData_svm_SeverelyAdverse | predData_svm_SeverelyAdverse
toThresholds | Convert probabilities to credit quality thresholds.
transForecast | Forecast - using Credit Cycle
transForecast_ann | Forecast - using Artificial Neural Networks
transForecast_lda | Forecast - using Linear Discriminant Analysis
transForecast_mnl | Forecast - using Multinomial Logistic Regression
transForecast_svm | Forecast - using Support Vector Machines
TransitionProb | Estimation of credit transition probabilities
transitionprobbytotals | estimate of transition probabilities.
VecOfTransData | Vector of Transition Counts