Description
Analyze the default risk of credit portfolios. Commonly known models, like CreditRisk+ or the CreditMetrics model are implemented in their very basic settings. The portfolio loss distribution can be achieved either by simulation or analytically in case of the classic CreditRisk+ model. Models are only implemented to respect losses caused by defaults, i.e. migration risk is not included. The package structure is kept flexible especially with respect to distributional assumptions in order to quantify the sensitivity of risk figures with respect to several assumptions. Therefore the package can be used to determine the credit risk of a given portfolio as well as to quantify model sensitivities.
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CRAN Check Status
4
NOTE
9
OK
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (4 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Kevin Jakob <Kevin.Jakob.Research@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Kevin",
family = "Jakob",
role = c("aut", "cre"),
email = "kevin.jakob.research@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Kevin Jakob <Kevin.Jakob.Research@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Kevin",
family = "Jakob",
role = c("aut", "cre"),
email = "kevin.jakob.research@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-fedora-clang
compiled code
File ‘GCPM/libs/GCPM.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
NOTE
r-devel-linux-x86_64-fedora-gcc
compiled code
File ‘GCPM/libs/GCPM.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
Check History
NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Kevin Jakob <Kevin.Jakob.Research@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Kevin",
family = "Jakob",
role = c("aut", "cre"),
email = "kevin.jakob.research@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Kevin Jakob <Kevin.Jakob.Research@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Kevin",
family = "Jakob",
role = c("aut", "cre"),
email = "kevin.jakob.research@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-fedora-clang
compiled code
File ‘GCPM/libs/GCPM.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
NOTE
r-devel-linux-x86_64-fedora-gcc
compiled code
File ‘GCPM/libs/GCPM.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
ERROR 9 OK · 4 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Kevin Jakob <Kevin.Jakob.Research@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Kevin",
family = "Jakob",
role = c("aut", "cre"),
email = "kevin.jakob.research@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Kevin Jakob <Kevin.Jakob.Research@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Kevin",
family = "Jakob",
role = c("aut", "cre"),
email = "kevin.jakob.research@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-fedora-clang
compiled code
File ‘GCPM/libs/GCPM.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
NOTE
r-devel-linux-x86_64-fedora-gcc
compiled code
File ‘GCPM/libs/GCPM.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
ERROR
r-devel-windows-x86_64
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/GCPM.Rcheck/00install.out' for details.
NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Kevin Jakob <Kevin.Jakob.Research@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Kevin",
family = "Jakob",
role = c("aut", "cre"),
email = "kevin.jakob.research@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Kevin Jakob <Kevin.Jakob.Research@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Kevin",
family = "Jakob",
role = c("aut", "cre"),
email = "kevin.jakob.research@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-fedora-clang
compiled code
File ‘GCPM/libs/GCPM.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
NOTE
r-devel-linux-x86_64-fedora-gcc
compiled code
File ‘GCPM/libs/GCPM.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
ERROR 10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 9, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Kevin Jakob <Kevin.Jakob.Research@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Kevin",
family = "Jakob",
role = c("aut", "cre"),
email = "kevin.jakob.research@gmail.com")
as necessary.
ERROR
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Kevin Jakob <Kevin.Jakob.Research@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Kevin",
family = "Jakob",
role = c("aut", "cre"),
email = "kevin.jakob.research@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-fedora-clang
compiled code
File ‘GCPM/libs/GCPM.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
NOTE
r-devel-linux-x86_64-fedora-gcc
compiled code
File ‘GCPM/libs/GCPM.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Kevin Jakob <Kevin.Jakob.Research@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Kevin",
family = "Jakob",
role = c("aut", "cre"),
email = "kevin.jakob.research@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Kevin Jakob <Kevin.Jakob.Research@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Kevin",
family = "Jakob",
role = c("aut", "cre"),
email = "kevin.jakob.research@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-fedora-clang
compiled code
File ‘GCPM/libs/GCPM.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.
NOTE
r-devel-linux-x86_64-fedora-gcc
compiled code
File ‘GCPM/libs/GCPM.so’: Found no calls to: ‘R_registerRoutines’, ‘R_useDynamicSymbols’ It is good practice to register native routines and to disable symbol search. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual.