Credit Risk Transistion Matrices in R
0
I am having a tough time implementing the RTransProb package, specifically the TranistionProb function. I believe I followed the documentation but I keep getting an error that I'm not sure how to solve. Below is an example dataset with the error that keeps happening. Any help is appreciated! Thank you!
My code:
setwd("F:/")
dataTM <- read.csv("transPrac.csv")
dataTM <- as.data.frame(dataTM)
dataTM$ID <- as.integer(dataTM$ID)
dataTM$Date <- as.factor(dataTM$Date)
dataTM$Rating <-as.factor(dataTM$Rating)
dataTM
library(RTransProb)
snapshots <- 4
interval <- 1
startDate <- "2018-06-30"
endDate <- "2018-12-31"
TransitionProb(dataTM,startDate ,endDate,'cohort',snapshots,interval)
Results and Error:
> setwd("F:/")
> dataTM <- read.csv("transPrac.csv")
> dataTM <- as.data.frame(dataTM)
> dataTM$ID <- as.integer(dataTM$ID)
> dataTM$Date <- as.factor(dataTM$Date)
> dataTM$Rating <-as.factor(dataTM$Rating)
> dataTM
ID Date Rating
1 1 6/30/2018 3
2 2 6/30/2018 3
3 3 6/30/2018 4
4 4 6/30/2018 5
5 5 6/30/2018 7
6 1 6/30/2019 3
7 2 6/30/2019 2
8 3 6/30/2019 5
9 4 6/30/2019 5
10 5 6/30/2019 6
>
> library(RTransProb)
> snapshots <- 4
> interval <- 1
> startDate <- "2018-06-30"
> endDate <- "2018-12-31"
> TransitionProb(dataTM,startDate ,endDate,'cohort',snapshots,interval)
**Error in getidTotCntCohortRCPP(nIDs, numDate, numericalRating, as.numeric(StartPos[, :
Not compatible with requested type: [type=NULL; target=integer].**
r matrix
asked Nov 21 '18 at 20:53
Ben AllenBen Allen
11
add a comment |
0
I am having a tough time implementing the RTransProb package, specifically the TranistionProb function. I believe I followed the documentation but I keep getting an error that I'm not sure how to solve. Below is an example dataset with the error that keeps happening. Any help is appreciated! Thank you!
My code:
setwd("F:/")
dataTM <- read.csv("transPrac.csv")
dataTM <- as.data.frame(dataTM)
dataTM$ID <- as.integer(dataTM$ID)
dataTM$Date <- as.factor(dataTM$Date)
dataTM$Rating <-as.factor(dataTM$Rating)
dataTM
library(RTransProb)
snapshots <- 4
interval <- 1
startDate <- "2018-06-30"
endDate <- "2018-12-31"
TransitionProb(dataTM,startDate ,endDate,'cohort',snapshots,interval)
Results and Error:
> setwd("F:/")
> dataTM <- read.csv("transPrac.csv")
> dataTM <- as.data.frame(dataTM)
> dataTM$ID <- as.integer(dataTM$ID)
> dataTM$Date <- as.factor(dataTM$Date)
> dataTM$Rating <-as.factor(dataTM$Rating)
> dataTM
ID Date Rating
1 1 6/30/2018 3
2 2 6/30/2018 3
3 3 6/30/2018 4
4 4 6/30/2018 5
5 5 6/30/2018 7
6 1 6/30/2019 3
7 2 6/30/2019 2
8 3 6/30/2019 5
9 4 6/30/2019 5
10 5 6/30/2019 6
>
> library(RTransProb)
> snapshots <- 4
> interval <- 1
> startDate <- "2018-06-30"
> endDate <- "2018-12-31"
> TransitionProb(dataTM,startDate ,endDate,'cohort',snapshots,interval)
**Error in getidTotCntCohortRCPP(nIDs, numDate, numericalRating, as.numeric(StartPos[, :
Not compatible with requested type: [type=NULL; target=integer].**
r matrix
asked Nov 21 '18 at 20:53
Ben AllenBen Allen
11
add a comment |
0
0
0
2
I am having a tough time implementing the RTransProb package, specifically the TranistionProb function. I believe I followed the documentation but I keep getting an error that I'm not sure how to solve. Below is an example dataset with the error that keeps happening. Any help is appreciated! Thank you!
My code:
setwd("F:/")
dataTM <- read.csv("transPrac.csv")
dataTM <- as.data.frame(dataTM)
dataTM$ID <- as.integer(dataTM$ID)
dataTM$Date <- as.factor(dataTM$Date)
dataTM$Rating <-as.factor(dataTM$Rating)
dataTM
library(RTransProb)
snapshots <- 4
interval <- 1
startDate <- "2018-06-30"
endDate <- "2018-12-31"
TransitionProb(dataTM,startDate ,endDate,'cohort',snapshots,interval)
Results and Error:
> setwd("F:/")
> dataTM <- read.csv("transPrac.csv")
> dataTM <- as.data.frame(dataTM)
> dataTM$ID <- as.integer(dataTM$ID)
> dataTM$Date <- as.factor(dataTM$Date)
> dataTM$Rating <-as.factor(dataTM$Rating)
> dataTM
ID Date Rating
1 1 6/30/2018 3
2 2 6/30/2018 3
3 3 6/30/2018 4
4 4 6/30/2018 5
5 5 6/30/2018 7
6 1 6/30/2019 3
7 2 6/30/2019 2
8 3 6/30/2019 5
9 4 6/30/2019 5
10 5 6/30/2019 6
>
> library(RTransProb)
> snapshots <- 4
> interval <- 1
> startDate <- "2018-06-30"
> endDate <- "2018-12-31"
> TransitionProb(dataTM,startDate ,endDate,'cohort',snapshots,interval)
**Error in getidTotCntCohortRCPP(nIDs, numDate, numericalRating, as.numeric(StartPos[, :
Not compatible with requested type: [type=NULL; target=integer].**
r matrix
asked Nov 21 '18 at 20:53
Ben AllenBen Allen
11
I am having a tough time implementing the RTransProb package, specifically the TranistionProb function. I believe I followed the documentation but I keep getting an error that I'm not sure how to solve. Below is an example dataset with the error that keeps happening. Any help is appreciated! Thank you!
My code:
setwd("F:/")
dataTM <- read.csv("transPrac.csv")
dataTM <- as.data.frame(dataTM)
dataTM$ID <- as.integer(dataTM$ID)
dataTM$Date <- as.factor(dataTM$Date)
dataTM$Rating <-as.factor(dataTM$Rating)
dataTM
library(RTransProb)
snapshots <- 4
interval <- 1
startDate <- "2018-06-30"
endDate <- "2018-12-31"
TransitionProb(dataTM,startDate ,endDate,'cohort',snapshots,interval)
Results and Error:
> setwd("F:/")
> dataTM <- read.csv("transPrac.csv")
> dataTM <- as.data.frame(dataTM)
> dataTM$ID <- as.integer(dataTM$ID)
> dataTM$Date <- as.factor(dataTM$Date)
> dataTM$Rating <-as.factor(dataTM$Rating)
> dataTM
ID Date Rating
1 1 6/30/2018 3
2 2 6/30/2018 3
3 3 6/30/2018 4
4 4 6/30/2018 5
5 5 6/30/2018 7
6 1 6/30/2019 3
7 2 6/30/2019 2
8 3 6/30/2019 5
9 4 6/30/2019 5
10 5 6/30/2019 6
>
> library(RTransProb)
> snapshots <- 4
> interval <- 1
> startDate <- "2018-06-30"
> endDate <- "2018-12-31"
> TransitionProb(dataTM,startDate ,endDate,'cohort',snapshots,interval)
**Error in getidTotCntCohortRCPP(nIDs, numDate, numericalRating, as.numeric(StartPos[, :
Not compatible with requested type: [type=NULL; target=integer].**
r matrix
r matrix
asked Nov 21 '18 at 20:53
Ben AllenBen Allen
11
asked Nov 21 '18 at 20:53
Ben AllenBen Allen
11
asked Nov 21 '18 at 20:53
Ben AllenBen Allen
11
asked Nov 21 '18 at 20:53
Ben AllenBen Allen
11
asked Nov 21 '18 at 20:53
Ben AllenBen Allen
11
11
add a comment |
add a comment |
0
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