[R] Credit Migration Matrix

[Ricardo Gonçalves Silva]

Hi user,

I  would like to know how can I compute credit rating migration matrix using R.
I have 10 years data (monthly rates for each firm) and I would like 
to compute 12 (and more) months ahead migrations.
Any hints?

Best 

Rick
	[[alternative HTML version deleted]]

______________________________________________
R-help em r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.