* Documentation: Cleanup of docs following separation of threshold / portfolio models * Datasets: generic_multiperiod.json * Feature: CreditCurve class for holding credit curves
0.4.3
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* Refactoring: Significant rearrangement of code (the threshold models package moved to portfolioAnalytics for more consistent structure of the code base / functionality)
0.4.2
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* Feature: converter function in transitionMatrix.utils.converters to convert long form dataframes into canonical float form * Datasets: synthetic_data9.csv (datetime in string format) * Training: new data generator in examples/generate_synthetic_data.py to generate long format with string dates * Training: Additional example (=3) in examples/empirical_transition_matrix.py to process long format with string dates * Documentation: More detailed explanation of Long Data Formats with links to Open Risk Manual * Documentation: Enabled sphinx.ext.autosectionlabel for easy internal links / removed duplicate labels
0.4.1
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* Feature: Added functionality for conditioning multi-period transition matrices * Training: Example calculation and visualization of conditional matrices * Datasets: State space description and CGS mappings for top-6 credit rating agencies
0.4.0
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* Installation: First PyPI and wheel installation options * Feature: Added Aalen-Johansen Duration Estimator * Documentation: Major overhaul of documentation, now targeting ReadTheDocs distribution * Training: Streamlining of all examples * Datasets: Synthetic Datasets in long format
0.3.1
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* Feature: Expanded functionality to compute and visualize credit curves