%% Transform Transition Probabilities Into Credit Quality Thresholds
% Use historical credit rating input data from Data_TransProb.mat. Load input data from file Data_TransProb.mat.

load Data_TransProb

% Estimate transition probabilities with default settings
transMat = transprob(data)

%
% Obtain the credit quality thresholds.

thresh = transprobtothresholds(transMat)

% Copyright 2015 The MathWorks, Inc.