You might have better luck posting on stats.stackexchange.com, a statistical help list.
-- Bert On Thu, Oct 25, 2012 at 1:08 PM, Keith Weintraub <kw1...@gmail.com> wrote: > Folks, > I am working on a credit card defaults and transition probabilities. For > example a single credit card account could be in a number of states: > up-to-date, 30, 60, 90 days in arrears or in default. > > * Are there packages in R that do estimation of the transition probabilities > given historical cohort defaults? > * Any pointers to papers specific to this type of estimation? > * Simulation of future "paths" of defaults. > > I know this is not strictly an R question so please feel free to slam me. > > Afterwards I would appreciate any pointers you might have. > > Thanks much for your time, > KW > > -- > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
