BASEL II Validation Tests

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

BASEL II Validation Tests

Preetam Pal
Hi,


I would like to know whether there is any in-built code for the following
BASEL II related validation tests:


1>Level Test

2> K-Fold Test

3>Mobility Test



Kindly let me know if I need to supply any more information.


Thanks,

Preetam
--
Preetam Pal
(+91)-9432212774
M-Stat 2nd Year,                                             Room No. N-114
Statistics Division,                                           C.V.Raman
Hall
Indian Statistical Institute,                                 B.H.O.S.
Kolkata.

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] 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.