rich-d-wilkinson/transprob: A recreation of transprob in Matlab
Estimates the transition matrix of a continuous time Markov chain, when there are multiple different instances of the MC in the data set. The prototypical example is the financial rating (A, AA, AAA,B etc) of a number of companies, with ratings changing at inspection times.
Getting started
Browse package contents
Package details |
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| Author | Richard Wilkinson |
| Maintainer | Richard Wilkinson <r.d.wilkinson@sheffield.ac.uk> |
| License | GPL-2 |
| Version | 0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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