generatorMatrix1.py

# Set auto reload
%reload_ext autoreload
%autoreload 2

# Import libraries
import warnings
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
import math

# Config
%config InlineBackend.figure_format = 'retina' #Retina display
pd.options.display.float_format = '{:.4f}'.format #Change display format in DataFrame table
warnings.filterwarnings('ignore') #Disable warning
plt.style.use('seaborn-deep') #Plot style

# Define plot matrix function
def plotMatrix(data, plotName, format = None):
  plt.figure(figsize = (10, 6))
  plt.title(f'{plotName}')
  if format is None:
    formatType = '.4f'
    cmapType = 'RdYlGn'
  else:
    formatType = '.2%'
    cmapType = 'RdYlGn_r'
  ax = sns.heatmap(
      data,
      annot = True,
      fmt = formatType,
      xticklabels = True,
      yticklabels = True,
      cmap = cmapType,
      cbar = False
  )
  ax.xaxis.tick_top() # x-axis on top
  ax.xaxis.set_label_position('top')
  return plt.show()

# Import data
matrix = pd.read_csv(
    'https://raw.githubusercontent.com/naenumtou/ifrs9/main/PD/datasets/exampleMatrix.csv'
).set_index('Rating')

# Show matrix
plotMatrix(matrix, 'Example 1-year transition matrix', 'Percent')