build_matrix: Build a migration (transition) matrix

In migrate: Create Credit State Migration (Transition) Matrices

Description

'build_matrix()' creates a credit migration (i.e., "transition") matrix from summarized data representing each credit risk state & a continuous metric at two distinct points in time.

Usage

build_matrix(data, state_start = NULL, state_end = NULL, metric = NULL)

Arguments

data	A data frame or data frame extension (e.g., a tibble or data.table) containing a minimum of three (3) column variables representing a starting credit risk state, an ending credit risk state, and a metric containing values representing the movement (i.e., "transition) in that metric between the starting credit risk state point in time and the ending credit risk state point in time. This style of data frame is output by the 'migrate()' function within this package.
state_start	(Optional) A symbol or string, representing the column variable of the 'data' data frame argument that contains the starting credit risk state values. If left null, function will attempt to find it for you.
state_end	(Optional) A symbol or string, representing the column variable of the 'data' data frame argument that contains the starting credit risk state values. If left null, function will attempt to find it for you.
metric	(Optional) A symbol or string, representing the column variable of the 'data' data frame argument that contains the metric for which the grouped difference in value between the starting credit risk state period and ending credit risk state period was computed.

Value

A matrix object, where the first (row) dimension represents the starting credit risk state, the second (column) dimension represents the ending credit risk state, and the values within the matrix represent the transitioned amount based upon the values in the 'metric' continuous column variable from the 'data' data frame.

Note: A matrix object can be coerced to a data frame using 'as.data.frame()'.

Examples

# Let `build_matrix()` guess which column variables represent `state_start`,
# `state_end` and `metric`
mock_credit %>%
  migrate(
    time = date,
    state = risk_rating,
    id = customer_id,
    metric = principal_balance
  ) %>%
  build_matrix()

# Specify which column variables represent `state_start`, `state_end` and
# `metric`
mock_credit %>%
  migrate(
    id = customer_id,
    time = date,
    state = risk_rating,
    percent = FALSE
  ) %>%
  build_matrix(
    state_start = risk_rating_start,
    state_end = risk_rating_end,
    metric = count
  )

migrate documentation built on Oct. 16, 2021, 1:06 a.m.