Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

spdata

Standard and Poors Default Data

Description

The spdata timeSeries dataset contains default data for A, BBB, BB, B and C-rated companies for the years 1981 to 2000. In addition, the data set is also made available as a data.frame.

Usage

data(spdata)
data(spdata.df)

Source

Standard and Poors Credit Monitor

Examples

data(spdata)
head(spdata)
QRM

Provides R-Language Code to Examine Quantitative Risk Management Concepts

v0.4-31
GPL (>= 2)
Authors
Bernhard Pfaff [aut, cre], Marius Hofert [ctb], Alexander McNeil [aut] (S-Plus original (QRMlib)), Scott Ulmann [trl] (First R port as package QRMlib)
Initial release
2020-02-15

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.