信用转移矩阵
信用转移矩阵:处理信用评级转移矩阵,支持Not-Rated状态重分配、年度与月度矩阵转换、状态空间定义及数据集表征。 含 14 条反模式约束。
晶体简介
Constraints
Evidence Quality
Medium confidence — review before critical use
46 条不可违反的约束
WHENWhen defining a StateSpace with an explicit definition list
ACTIONverify state indices in each tuple are 0-based contiguous integers starting from 0
CONSEQUENCETransition matrix estimators and downstream stages use 0-based integer indexing. Non-contiguous or non-zero-based indices will cause index out-of-bounds errors or misaligned matrix operations when accessing rows and columns
WHENWhen accessing states.cardinality for transition matrix operations
ACTIONverify cardinality is an integer equal to the number of states in the definition list
CONSEQUENCETransitionMatrix validation and estimator loops depend on cardinality matching the definition length. Mismatch causes index errors or uninitialized matrix dimensions
WHENWhen estimators use state space cardinality for matrix initialization
ACTIONverify the transition matrix dimension matches state space cardinality
CONSEQUENCEEstimators like SimpleEstimator and AalenJohansen use states.cardinality to create numpy arrays. Mismatch between matrix dimension and state cardinality causes index errors during estimation
常见问题
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