[R-SIG-Finance] CreditMetrics Methodology

[Liviu Andronic]

Hello
Thank you for the information.

On Tue, Jun 15, 2010 at 1:11 PM, Mario Melchiori
<mrmelchi at grupobica.com.ar> wrote:
> theory and practical implementation. I provide VBA, MatLab and *R* codes
> that present step-by-step examples of practical applications.
>
Would you consider publishing the R code as a package, perhaps on
CRAN? This would greatly improve the odds of R users trying out the
code.

Regards
Liviu