One-Sided Multivariate Testing Procedures for Rating Systems

Documentation for package ‘validateRS’ version 1.0.0

validateRS-package	Multiple testing procedures for validation of rating systems.
minP.adj.pvalue	Adjusted p-values for the multiple test.
par.dist.default	Create default parameters for a distribution
power.target.Nclasses	Compute the alternative hypothesis' PDs by increasing the PDs under the null hypothesis towards 1.
ratingData	Data for rating classes of S&P
region.acceptance	Determine acceptance region for a test
region.power	Compute the power for a region and a given simple alternative hypothesis.
sample.knowledge.H1	Draw a random sample from assumed distribution of H1 values. This function can be used to compute alternative hypothesis H1C from the ECB Working paper.
simul.scenario.rs	Determine cardinality and power for a statistical test.
validateRS	Multiple testing procedures for validation of rating systems.