transitionMatrix Documentation

transitionMatrix is a pure Python powered library for the statistical analysis and visualization of state transition phenomena. It can be used to analyze any dataset that captures timestamped transitions in a discrete state space.

Use cases include applications in finance (for example credit rating transitions), IT (system state event logs) and more.

NB: transitionMatrix is still in alpha release / active development. If you encounter issues please raise them in our github repository

Contents:

• The transitionMatrix Library
  • Functionality
  • Architecture
• Installation
  • Dependencies
  • From PyPI
  • From sources
  • Using virtualenv
  • File structure
  • Other similar open source software
• Getting Started
  • The transitionMatrix components
  • An end-to-end usage example from credit risk
  • Further Resources
• Input Data Formats
  • Long Data Format
  • Compact Form of Long Format
  • Wide Data Format
  • Other Formats
• Datasets
  • State Transition Data
  • Transition Matrices
• Preprocessing
  • Input Data Formats
  • State Spaces
  • Cohorts
• Credit Ratings
  • Predefined Rating Scales
  • Withdrawn Ratings
  • Credit Curves
• Estimation
  • Estimator Types
  • Estimation Examples
• Post-processing
  • Basic Operations
  • Working with an actual matrix
  • Multi-Period Transitions
  • Visualization
• Data Generators
  • Data Generation Examples
• Federation
  • Credit Rating Ontology
• Usage Examples
  • Python Scripts
  • Jupyter Notebooks
  • Open Risk Academy Scripts
• API
  • transitionMatrix Package
  • transitionMatrix Subpackages
• Testing
  • Running all the examples
  • Test Suite
• Roadmap
  • 0.5
  • 0.4.X
• Todo List
  • Core Architecture and API
  • Input Data Preprocessing
  • Reference Data
  • Transition Matrix Analysis Functionality
  • Statistical Analysis Functionality
  • State Space package
  • Credit Rating Related
  • Utilities
  • Further Refactoring of packages
  • Performance / Big data
  • Documentation
  • Releases / Distribution
• ChangeLog
  • v0.5.2 (XX-12-2024)
  • v0.5.1 (29-09-2023)
  • v0.5.0 (21-02-2022)
  • v0.4.9 (04-05-2021)
  • v0.4.8 (07-02-2021)
  • v0.4.7 (29-09-2020)
  • v0.4.6 (22-05-2019)
  • v0.4.5 (21-04-2019)
  • v0.4.4 (03-04-2019)
  • v0.4.3 (29-03-2019)
  • v0.4.2 (29-01-2019)
  • v0.4.1 (31-10-2018)
  • v0.4.0 (23-10-2018)
  • v0.3.1 (21-09-2018)
  • v0.3 (27-08-2018)
  • v0.2 (05-06-2018)
  • v0.1.3 (04-05-2018)
  • v0.1.2 (05-12-2017)
  • v0.1.1 (03-12-2017)
  • v0.1.0 (11-11-2017)

Indexes and tables

• Index

• Module Index

• Search Page