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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "vasicekfit" in publications use:'
type: software
license: MIT
title: 'vasicekfit: Extended Vasicek Credit Loss Model with Macroeconomic Factors'
version: 0.1.0.9000
doi: 10.32614/CRAN.package.vasicekfit
abstract: 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) <https://doi.org/10.2139/ssrn.6506378>
  for derivation.
authors:
- family-names: Mayorov
  given-names: Dmitriy
  email: cran@dimview.org
repository: https://externalmemory.r-universe.dev
repository-code: https://github.com/externalmemory/vasicekfit-cran-package
commit: 5735bbacacca08d1514bca6ac5a5b9acdddbe830
url: https://github.com/externalmemory/vasicekfit-cran-package
date-released: '2026-04-30'
contact:
- family-names: Mayorov
  given-names: Dmitriy
  email: cran@dimview.org