Transitionmatrix

Latest version: v0.5.1

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0.5.0

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* Installation:
* Bump python dependency to 3.7
* PyPI release update

0.4.9

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* Refactoring: All non-core functionality moved to separate directories/sub-packages
* credit curve stuff moved to creditratings modules
* data generators moved to generators modules
* etc.
* Documentation: Major expansion (Still incomplete)
* Expanded Data Formats
* Rating Scales, CQS etc
* Listing all datasets and examples
* Testing / Training: An interesting use case raised as issue 20
* Added an end-to-end example of estimating a credit rating matrix from raw data
* Includes various data preprocessing examples
* Datasets:
* rating_data.csv (cleaned up credit data)
* synthetic_data10.csv Credit Rating Migrations in Long Format / Compact Form (for testing)
* deterministic generator (replicate given trajectories)
* Tests:
* test_roundtrip.py testing via roundtriping methods

0.4.8

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* Documentation: Pulled all rst files in docs
* Refactoring: credit rating data moved into separate module

0.4.7

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* Documentation: Expanded and updated description of classes
* Documentation: Including Open Risk Academy code examples
* Feature: logarithmic sankey visualization

0.4.6

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* Feature: Update of CQS Mappings, addition of new rating scales
* Documentation: Documentation of rating scale structure and mappings
* Training: Example of mapping portfolio data to CQS

0.4.5

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* Training: Monthly_from_Annual.ipynb (a Jupyter notebook illustrating how to obtain interpolate transition rates on monthly intervals)
* Datasets: generic_monthly.json
* Feature: print_matrix function for generic matrix pretty printing
* Feature: matrix_exponent function for obtaining arbitrary integral matrices from a given generator

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