0.4.7 version: PYT26038 example files; Logarithmic Sankey visualizati…

…on; Expanded documentation

CHANGELOG.rst

@@ -1,16 +1,23 @@
 ChangeLog
 ===========================
 
-PLEASE NOTE THAT THE API IS STILL UNSTABLE AS MORE USE CASES / FEATURES ARE ADDED REGULARLY
+PLEASE NOTE THAT THE API OF TRANSITION MATRIX IS STILL UNSTABLE AS MORE USE CASES / FEATURES ARE ADDED REGULARLY
 
-v0.4.6 (05-22-2019)
+v0.4.7 (29-09-2020)
+-------------------
+
+* Documentation: Expanded and updated description of classes
+* Documentation: Including Open Risk Academy code examples
+* Feature: logarithmic sankey visualization
+
+v0.4.6 (22-05-2019)
 -------------------
 
 * Feature: Update of CQS Mappings, addition of new rating scales
 * Documentation: Documentation of rating scale structure and mappings
 * Training: Example of mapping portfolio data to CQS
 
-v0.4.5 (04-21-2019)
+v0.4.5 (21-04-2019)
 -------------------
 
 * Training: Monthly_from_Annual.ipynb (a Jupyter notebook illustrating how to obtain interpolate transition rates on monthly intervals)

README.md

@@ -47,35 +47,39 @@ large number of examples, jupyter notebooks and more.
 
 Plotting individual transition trajectories
 
-![image](examples/single_entity.png)
+![single entity](examples/single_entity.png)
 
 Sampling transition data
 
-![image](examples/sampled_histories.png)
+![sampled histories](examples/sampled_histories.png)
 
 Estimation of transition matrices using cohort methods
 
-![image](examples/estimation.png)
+![estimation](examples/estimation.png)
 
 Estimation of transition matrices using duration methods
 
-![image](examples/transition_probabilities.png)
+![transition probabilities](examples/transition_probabilities.png)
 
 Visualization of a transition matrix
 
-![image](examples/TransitionMatrix.png)
+![transition matrix](examples/TransitionMatrix.png)
+
+Visualization using a Logarithmic Sankey diagram
+
+![logarithmic sankey](examples/sankey.png)
 
 Generating stochastic process transition thresholds
 
-![image](../portfolioAnalytics/examples/Thresholds.png)
+![thresholds](../portfolioAnalytics/examples/Thresholds.png)
 
 Stressing Transition Matrices
 
-![image](../portfolioAnalytics/examples/stressed_density.png)
+![stressing transition matrices](../portfolioAnalytics/examples/stressed_density.png)
 
 Computation and Visualization of Credit Curves
 
-![image](examples/credit_curves.png)
+![credit curves](examples/credit_curves.png)
 
 Working with credit states
 

TODO.rst

@@ -1,25 +1,40 @@
 ToDO List
 ==================
-transitionMatrix is an ongoing project. Several significant extensions are already in the pipeline. You are welcome
-to contribute to the development of transitionMatrix by creating Issues or Pull Requests on the github repository
+transitionMatrix is an ongoing project. Several significant extensions are already in the pipeline. You are welcome to contribute to the development of transitionMatrix by creating Issues or Pull Requests on the github repository
 
 Preprocessing
 -------------
-- Native handling of Wide Data Format
 
-Statistical
------------
+- Native handling of Wide Data Formats
+
+Reference Data
+--------------
+
+- Additional rating scales (e.g short term)
+
+Core / Statistical Functionality
+--------------------------------
 
 - Further validation and characterisation of transition matrices
 - Fixing common problems encountered by empirically estimated transition matrices
-- Generate random matrices subject to constraints
 - Duration based methods
 - Bootstrap based confidence intervals
-- Absorbing state Identification, Competing risks
+- Absorbing State Identification, Competing Risks
+
+Utilities
+---------
+
+- Generate random matrices subject to constraints
 
 Implementation
 --------------
 
-- Sphinx documentation
+- Sphinx documentation (improve)
 - Introduce visualization objects / API
 
+
+Documentation
+--------------
+
+- Expand the notebook collection to (at least) match the standalone scripts
+