transitionMatrix Documentation

transitionMatrix is a 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 credit rating transitions, system state event logs etc.

You can use transitionMatrix to:

  • Estimate transition matrices from historical event data using a variety of estimators
  • Manipulate transition matrices (generators, comparisons etc.)
  • Visualize event data and transition matrices
  • Provide standardized data sets for testing
  • Model transitions using threshold processes
  • Map credit ratings using mapping tables between popularly used rating systems

Online documentation for transitionMatrix is currently hosted at readthedocs:

transitionMatrix