Hi everybody,
i'm working on the next version of the CreditMetrics package. So i have
the question, are there any functions or packages which have have the
functionality to calculate dates with a certain day count convention
like act/360 or 30/360? Intensive search in the r-help archive or in
Dear R useRs,
A new package 'Reliability' is now available on CRAN. It is mainly a set
of functions functions for estimating parameters in software reliability
models. Only infinite failure models are implemented so far.
This is the first version of the package.
The canonical reference is:
Dear R useRs,
A new package 'CreditMetrics' is now available on CRAN. It is mainly a
set of
functions for computing the CreditMetrics risk model.
This is the first version of the package and it is also my first try to
build a package for R.
The canonical reference is:
Glasserman, Paul, Monte
Hi all,
i'm currently working on a creditmetrics package which includes functions for
computing the credit risk model creditmetrics. I guess it would be finished in
a few days.
My question now is, does there exist some review process before sending it to
ctan or is it reviewed after having
