pgvint transforms source data into vintage analysis format. From detailed list of units (e.g. loans) and events (e.g. repayment), vintage
curves are calculated.
- R version 3.02 or higher
- PostgreSQL version 9.1 or higher
- ggplot2, sqldf, RPostgreSQL, devtools
library(devtools)
install_github("pgvint",username="tomasgreif")
library(pgvint)
Connection <- c('user','password','database','host','port')
CreateTimeDistanceFunction(Connection=Connection,LoadData=TRUE)
See help:
help(GetVintageData)
help(PlotVintageData)
help(CreateTimeDistanceFunction)
Standard vintage curves:
Tranposed vintage curves:
