Data Generators

The transitionMatrix distribution includes a number of data generators to support testing / training objectives.

• exponential_transitions: Generate continuous time events from exponential distribution and uniform sampling from state space. Suitable for testing cohorting algorithms and duration based estimators.
• markov_chain: Generate discrete events from a markov chain matrix in Compact data format. Suitable for testing cohort based estimators
• long_format: Generate continuous events from a markov chain matrix in Long data format. Suitable for testing duration based estimators
• portfolio_lables: Generate a collection of credit rating states emulating a snapshot of portfolio data. Suitable for mappings and transformations of credit rating states

Note

Do not confuse data generators with matrix generators

Data Generation Examples

All data data generation examples are in script examples/python/generate_synthetic_data.py