Presentation topic: PD Modelling: a Bayesian-Logit approach – Sovereign Focus
PDF presentation: gcd_bayes
R code example: gcd_R_code
The file “gcd_R_code.zip” contains the R script for replicating the simulations run during the presentation plus the RAdamant package (needed to produce the nice plots created in the code) and an example dataset.
The R code as well the models therein contained are part of an ongoing research. If you have any suggestions or enhancements to the current model don’t hesitate to get back to me so I can amend the code/model and let everyone benefits of the work.