MixGHD: bankruptcy – R documentation

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bankruptcy

Bankruptcy data

Description

The data set contain the ratio of retained earnings (RE) to total assets, and the ratio of earnings before interests and taxes (EBIT) to total assets of 66 American firms recorded in the form of ratios. Half of the selected firms had filed for bankruptcy.

Usage

data(bankruptcy)

Format

A data frame with the following variables:

Y: the status of the firm: 0 bankruptcy or 1 financially sound.
RE: ratio
EBIT: ratio

References

Altman E.I. (1968). Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. J Finance 23(4): 589-609

MixGHD

Model Based Clustering, Classification and Discriminant Analysis Using the Mixture of Generalized Hyperbolic Distributions

v2.3.4

GPL (>= 2)

Authors

Cristina Tortora [aut, cre, cph], Aisha ElSherbiny [com], Ryan P. Browne [aut, cph], Brian C. Franczak [aut, cph], and Paul D. McNicholas [aut, cph], and Donald D. Amos [ctb].

Initial release

2020-12-03