Transition Matrix API Reference
This page documents the API for the Credit Rating Transition Matrix function in Pypulate.
Credit rating transition matrix calculation.
transition_matrix(ratings_t0, ratings_t1)
Calculate credit rating transition matrix.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
ratings_t0
|
array_like
|
Ratings at time 0 |
required |
ratings_t1
|
array_like
|
Ratings at time 1 |
required |
Returns:
| Type | Description |
|---|---|
dict
|
Transition matrix and probabilities |