Usage Examples

The examples directory includes both standalone python scripts and jupyter notebooks to help you get started. (NB: Currently there are only scripts and no notebooks TODO).

Python Scripts

The scripts are located in examples/python. For testing purposes all examples can be run using the run_examples.py script located in the root directory. Some scripts have an example flag that selects alternative input data or estimators.

Jupyter Notebooks

Open Risk Academy Scripts

Further examples available in an Open Risk Academy CrashProgram in the use of python for risk modelling purposes, in particular credit concentration measurement: Concentration Measurement Using Python