R Observatory: Metrics for DtD version 0.2.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

This package was removed from CRAN on 2025-12-25. Its history is shown below.

Reason: issues were not addressed in time

Details below reflect version 0.2.2, its last release before removal.

DtD

0.2.2Package record

Distance to Default

0packages depend

–downloads / year

–test coverage

–flavors OK

Overview

About

Maintained by Benjamin ChristoffersenCRAN page ↗

Provides fast methods to work with Merton's distance to default model introduced in Merton (1974) doi:10.1111/j.1540-6261.1974.tb03058.x. The methods includes simulation and estimation of the parameters.

Changes in 0.2.2

Use profile likelihood function with MLE. This is faster and more precise.
Use the same optimization method as optimize.
Fixed errors in vignette.

From NEWS.md in the release

Install

R (source archive)

url <- "https://cran.r-project.org/src/contrib/Archive/DtD/DtD_0.2.2.tar.gz"
pkgFile <- "DtD_0.2.2.tar.gz"
download.file(url, pkgFile)
install.packages(pkgFile, type = "source", repos = NULL)

This package is no longer on CRAN, so install.packages() cannot fetch it by name. This downloads the last archived source (0.2.2) and builds it locally. Install its dependencies first, and note that building from source needs the usual compiler toolchain.

Health

CRAN checks

CRAN check results are not tracked yet.

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.2.2

READMENoVignettesYes · 1 · dynamicNEWSYes · 100% structured · mentions 0.2.2Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 5
Examples that run: 100%5 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 60%
Help pages citing references: 0%

How these are measured

Downloads

Releases R versions

Daily download trend is not available in this view yet.

Compare downloads with other packages →

Also on323 r2u5 autocran154 c2d4u

How downloads are counted

Dependencies

Declared dependencies

8 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (2)

Rcpp checkmate

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (4)

knitr rmarkdown testthat microbenchmark

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (4)

Benjamin Christoffersen

Maintainer since 0.1.0 (2018), Author

R-core

Copyright holder

Robert Gentleman

Copyright holder · added in 0.2.2

Ross Ihaka

Copyright holder · added in 0.2.2

Releases (4)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
archivedRemoved from CRAN
2025-12-25
issues were not addressed in time
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
0.2.2
record
2020-02-11 · diff ↗
R
R 3.6.0 released · 2019-04-26
0.2.1
record
2019-01-10 · diff ↗
0.2.0
record
2018-09-10 · diff ↗ ·
added 2 exports
BS_fit_rolling, merton_ll
0.1.0
record
2018-05-02
R
R 3.5.0 released · 2018-04-23

Package metadata

First published: 2018-05-02
Total releases: 4 / 8 yrs
License: GPL-2 OSI

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("DtD")

Format

Christoffersen, B., R-core, Gentleman, R., & Ihaka, R. (n.d.). DtD: Distance to Default (Version 0.2.2) [Computer software]. Retrieved October 26, 2026, from https://CRAN.R-project.org/package=DtD

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for DtD version 0.2.2 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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