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Provides fast methods to work with Merton's distance to default model introduced in Merton (1974) <doi:10.1111/j.1540-6261.1974.tb03058.x>. The methods includes simulation and estimation of the parameters.

Type Size Name Uploaded Downloads Labels
conda 317.9 kB | win-64/r-dtd-0.2.1-r36h796a38f_0.tar.bz2  5 years and 4 months ago 0 main
conda 306.2 kB | osx-64/r-dtd-0.2.1-r36h466af19_0.tar.bz2  5 years and 4 months ago 0 main
conda 310.4 kB | linux-64/r-dtd-0.2.1-r36h29659fb_0.tar.bz2  5 years and 4 months ago 0 main

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