matrixBuilder: Transition martix builder from inexact transition rate matrix

In unimi-dse/5547f4ce: A set of tools for Markov Chain analysis and rendering

Description

Adjusts an inexact transition matrix, which may have zero-rows and zero-columns and/or may showcase sums of rows that slightly differ from 1. This two aspects may occur as a result of parsing a transition rate matrix as given by ESMA website (see ESMAtransRateReader), where certain credit ratings are never experienced and decimal representation of fractions leads to approximation errors.

Usage

matrixBuilder(T)

Arguments

T	A transition rate matrix

Value

The adjusted transition matrix

Examples

 A <- matrix(c(0.33, 0.66, 0.00, 0.00,
               0.16, 0.17, 0.66, 0.00,
               0.50, 0.00, 0.50, 0.00,
               0.00, 0.00, 0.00, 0.00), nrow = 4, byrow = TRUE)
 matrixBuilder(A)

unimi-dse/5547f4ce documentation built on Feb. 17, 2020, 4:03 a.m.