externalmemory.r-universe.devhttps://externalmemory.r-universe.devRecent package updates in externalmemoryR-universehttps://github.com/externalmemory.pngR packages by externalmemoryhttps://externalmemory.r-universe.devThu, 30 Apr 2026 18:26:56 GMT[externalmemory] vasicekfit 0.1.0.9000cran@dimview.org (Dmitriy Mayorov)Fits the extended Vasicek single-factor credit loss model where the probability of default depends on macroeconomic covariates. Maximum likelihood estimates of all parameters, including asset value correlation, are obtained via closed-form probit-transformed OLS regression; see Mayorov (2026) <doi:10.2139/ssrn.6506378> for derivation.https://github.com/r-universe/externalmemory/actions/runs/26675966505Thu, 30 Apr 2026 18:26:56 GMTvasicekfit0.1.0.9000successhttps://externalmemory.r-universe.devhttps://github.com/externalmemory/vasicekfit-cran-package