Package: DtD
Type: Package
Title: Distance to Default
Version: 0.2.2
Authors@R: c(person("Benjamin", "Christoffersen", 
                    email = "boennecd@gmail.com", 
                    role = c("cre", "aut")),
             person("R-core", email = "R-core@R-project.org",
                    role = "cph"), 
             person("Robert", "Gentleman", 
                    role = "cph"),
             person("Ross", "Ihaka", 
                    role = "cph"))
Maintainer: Benjamin Christoffersen <boennecd@gmail.com>
Description: 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.
License: GPL-2
Encoding: UTF-8
BugReports: https://github.com/boennecd/DtD/issues
LazyData: true
LinkingTo: Rcpp, RcppArmadillo
Imports: Rcpp, checkmate
Suggests: knitr, rmarkdown, testthat, microbenchmark
VignetteBuilder: knitr
RoxygenNote: 7.0.1
SystemRequirements: C++11
NeedsCompilation: yes
Packaged: 2020-02-11 08:17:16 UTC; boennecd
Author: Benjamin Christoffersen [cre, aut],
  R-core [cph],
  Robert Gentleman [cph],
  Ross Ihaka [cph]
Repository: CRAN
Date/Publication: 2020-02-11 08:30:02 UTC
Built: R 4.3.3; aarch64-apple-darwin20; 2025-01-24 15:35:08 UTC; unix
Archs: DtD.so.dSYM
