Package: creditratingsystem
Type: Package
Title: Offline Credit Risk Modelling, Calibration and Validation
Version: 0.1.0
Authors@R: c(
    person("RiskDataScience GmbH", role = c("aut", "cph")),
    person("Dimitrios", "Geromichalos", email = "riskdatascience@web.de",
           role = "cre", comment = "Dr."))
Description: Native credit risk calculations, statistical estimation,
        calibration, validation and cash flow simulation using local
        structured data. Methods cover consumer and business lending
        with explicit modelling assumptions, diagnostics and
        reproducible reference data.
License: AGPL-3
Encoding: UTF-8
Depends: R (>= 4.1.2)
Imports: stats, utils, jsonlite, digest, lpSolve, Matrix, survival,
        glmnet, MASS, e1071, brglm2, splines, xgboost, copula, mvtnorm,
        vars, urca, KFAS
Suggests: testthat, knitr, rmarkdown
NeedsCompilation: no
Packaged: 2026-10-28 19:30:07 UTC; root
Author: RiskDataScience GmbH [aut, cph], Dimitrios Geromichalos [cre]
        (Dr.)
Maintainer: Dimitrios Geromichalos <riskdatascience@web.de>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-10-28 11:20:21 UTC
RemoteUrl: https://github.com/cran/creditratingsystem
RemoteRef: HEAD
RemoteSha: c241c53223fc99c8fb0887472a5bb49f77b139ea