[R] Credit Migration Matrix

Ricardo Gonçalves Silva ricardogs at terra.com.br
Mon Jan 11 23:21:17 CET 2010


Hi user,

I  would like to know how can I compute credit rating migration matrix using R.
I have 10 years data (monthly rates for each firm) and I would like 
to compute 12 (and more) months ahead migrations.
Any hints?

Best 

Rick
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