Metadata-Version: 2.1
Name: transitionMatrix
Version: 0.5.0
Summary: A Python powered library for statistical analysis and visualization of state transition phenomena
Home-page: https://github.com/open-risk/transitionMatrix
Author: Open Risk
Author-email: info@openrisk.eu
License: UNKNOWN
Description: The transitionMatrix Library
        =============================
        
        .. image:: ../../examples/overview.png
        
        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.*
        
        
        * Author: `Open Risk <http://www.openriskmanagement.com>`_
        * License: Apache 2.0
        * Development Website: `Github <https://github.com/open-risk/transitionMatrix>`_
        * Code Documentation: `Read The Docs <https://transitionmatrix.readthedocs.io/en/latest/>`_
        * Mathematical Documentation: `Open Risk Manual <https://www.openriskmanual.org/wiki/Category:Transition_Matrix>`_
        * Chat: `Open Risk Commons <https://www.openriskcommons.org/c/open-source/transitionmatrix/15>`_
        * Training: `Open Risk Academy <https://www.openriskacademy.com/login/index.php>`_
        * Showcase: `Blog Posts <https://www.openriskmanagement.com/tags/transition-matrix/>`_
        
        Functionality
        -------------
        
        You can use transitionMatrix to:
        
        - **Estimate** transition matrices from historical event data using a variety of estimators
        - **Characterise** transition matrices (identify their key properties)
        - **Visualize** event data and transition matrices
        - **Manipulate** transition matrices (derive generators, perform comparisons, stress transition rates etc.)
        - Access standardized Datasets for testing
        - Extract and work with credit default curves (absorbing states)
        - Map credit ratings using mapping tables
        - More (still to be documented :-)
        
        Architecture
        ------------
        
        * transitionMatrix provides intuitive objects for handling transition matrices individually and as sets (based on numpy arrays)
        * supports file input/output in json and csv formats
        * it has a powerful API for handling event data (based on pandas and numpy)
        * supports visualization using matplotlib
        
        
        Installation
        =======================
        
        You can install and use the transitionMatrix package in any system that supports the `Scipy ecosystem of tools <https://scipy.org/install.html>`_
        
        Dependencies
        -----------------
        
        - TransitionMatrix requires Python 3 (currently 3.7)
        - It depends on numerical and data processing Python libraries (Numpy, Scipy, Pandas).
        - The Visualization API depends on Matplotlib.
        - The precise dependencies are listed in the requirements.txt file.
        - TransitionMatrix may work with earlier versions of python / these packages but it is not tested.
        
        From PyPI
        -------------
        
        .. code:: bash
        
            pip3 install transitionMatrix
        
        From sources
        -------------
        
        Download the sources in your preferred directory:
        
        .. code:: bash
        
            git clone https://github.com/open-risk/transitionMatrix
        
        
        Using virtualenv
        ----------------
        
        It is advisable to install the package in a virtualenv so as not to interfere with your system's python distribution
        
        .. code:: bash
        
            virtualenv -p python3 tm_test
            source tm_test/bin/activate
        
        If you do not have pandas already installed make sure you install it first (this will also install numpy and other required dependencies).
        
        .. code:: bash
        
            pip3 install -r requirements.txt
        
        Finally issue the install command and you are ready to go!
        
        .. code:: bash
        
            python3 setup.py install
        
        File structure
        -----------------
        The distribution has the following structure:
        
        ::
        
            | transitionMatrix/     Directory with the library source code
            | -- model.py           File with main data structures
            | -- estimators/        Directory with the estimator methods
            | -- statespaces/       Directory with state space objects and methods
            | -- creditratings/     Directory with predefined credit rating structures
            | -- generators/        Directory with data generator methods
            | -- utils/             Directory with helper classes and methods
            | -- examples/          Directory with usage examples
            | ---- python/          Examples as standalone python scripts
            | ---- notebooks/       Examples as jupyter notebooks
            | -- datasets/          Directory with a variety of datasets useful for getting started
            | -- tests/             Directory with the testing suite
        
        
        Other similar open source software
        -----------------------------------
        
        - etm, an R package for estimating empirical transition matrices
        - msSurv, an R Package for Nonparametric Estimation of Multistate Models
        - msm, Multi-state modelling with R
        - mstate, competing risks and multistate models in R
        - lifelines, python survival package
        
Platform: UNKNOWN
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Science/Research
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Development Status :: 3 - Alpha
Classifier: License :: OSI Approved :: Apache Software License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Programming Language :: Python :: 3.7
Classifier: Topic :: Scientific/Engineering
Classifier: Topic :: Scientific/Engineering :: Information Analysis
Provides: transitionMatrix
Description-Content-Type: text/x-rst
