generatorMatrix2.py

# Define generator matrix function
def GeneratorMatrix(P):
  # Define identity matrix
  I = pd.DataFrame(
      np.identity(P.shape[0]),
      index = P.index,
      columns = P.columns
  )
  # Generator matrix
  generatedMatrix = None
  for n in range(1, P.shape[0] + 1):
    expandMatrix = pd.DataFrame(
        np.linalg.matrix_power(
            P - I, n
        ),
        index = P.index,
        columns = P.columns
    )
    expandMatrix = ((-1)**(n + 1)) * (expandMatrix / n)
    if generatedMatrix is None:
      generatedMatrix = expandMatrix.copy()
    else:
      generatedMatrix += expandMatrix
  return generatedMatrix