To cite package ‘GCPM’ in publications use:

Jakob K (2016). GCPM: Generalized Credit Portfolio Model. R package version 1.2.2, https://CRAN.R-project.org/package=GCPM.

ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.

Corresponding BibTeX entry:

  @Manual{,
    title = {GCPM: Generalized Credit Portfolio Model},
    author = {Kevin Jakob},
    year = {2016},
    note = {R package version 1.2.2},
    url = {https://CRAN.R-project.org/package=GCPM},
  }