Estimation of Transition Probabilities

Use estimation transition probabilities to evaluate credit migration histories.

Visualize Transitions Data for transprob

This example shows how to visualize credit rating transitions that are used as an input to the transprob function.

Credit Quality Thresholds

Use transition probabilities by transforming them into credit quality thresholds.

Credit Rating by Bagging Decision Trees

This example shows how to build an automated credit rating tool.

Forecasting Corporate Default Rates

This example shows how to build a forecasting model for corporate default rates.