def rate_matrix(C, dt=1.0, method='KL', sparsity=None,
                t_agg=None, pi=None, tol=1.0E7, K0=None,
                maxiter=100000, on_error='raise'):
    r"""Estimate a reversible rate matrix from a count matrix.

    Parameters
    ----------
    C : (N,N) ndarray
        count matrix at a lag time dt
    dt : float, optional, default=1.0
        lag time that was used to estimate C
    method : str, one of {'KL', 'CVE', 'pseudo', 'truncated_log'}
        Method to use for estimation of the rate matrix.

        * 'pseudo' selects the pseudo-generator. A reversible transition
          matrix T is estimated and :math:`(T-Id)/d` is returned as the rate matrix.

        * 'truncated_log' selects the truncated logarithm [3]_. A
          reversible transition matrix T is estimated and :math:`max(logm(T*T)/(2dt),0)`
          is returned as the rate matrix. logm is the matrix logarithm and
          the maximum is taken element-wise.

        * 'CVE' selects the algorithm of Crommelin and Vanden-Eijnden [1]_.
          It consists of minimizing the following objective function:

          .. math:: f(K)=\sum_{ij}\left(\sum_{kl} U_{ik}^{-1}K_{kl}U_{lj}-L_{ij}\right)^2 \left|\Lambda_{i}\Lambda_{j}\right|

          where :math:`\Lambda_i` are the eigenvalues of :math:`T` and :math:`U`
          is the matrix of its (right) eigenvectors; :math:`L_{ij}=\delta_{ij}\frac{1}{\tau}\log\left|\Lambda_i\right|`.
          :math:`T` is computed from C using the reversible maximum likelihood
          estimator.

        * 'KL' selects the algorihtm of Kalbfleisch and Lawless [2]_.
          It consists of maximizing the following log-likelihood:

          .. math:: f(K)=\log L=\sum_{ij}C_{ij}\log(e^{K\Delta t})_{ij}

          where :math:`C_{ij}` are the transition counts at a lag-time :math:`\Delta t`.
          Here :math:`e` is the matrix exponential and the logarithm is taken
          element-wise.

    sparsity : (N,N) ndarray or None, optional, default=None
        If sparsity is None, a fully occupied rate matrix will be estimated.
        Alternatively, with the methods 'CVE' and 'KL' a ndarray of the
        same shape as C can be supplied. If sparsity[i,j]=0 and sparsity[j,i]=0
        the rate matrix elements :math:`K_{ij}` and :math:`K_{ji}` will be
        constrained to zero.
    t_agg : float, optional
        the aggregated simulation time;
        by default this is the total number of transition counts times
        the lag time (no sliding window counting). This value is used
        to compute the lower bound on the transition rate (that are not zero).
        If sparsity is None, this value is ignored.
    pi : (N) ndarray, optional
        the stationary vector of the desired rate matrix K.
        If no pi is given, the function takes the stationary vector
        of the MLE reversible T matrix that is computed from C.
    tol : float, optional, default = 1.0E7
        Tolerance of the quasi-Newton algorithm that is used to minimize
        the objective function. This is passed as the `factr` parameter to
        `scipy.optimize.fmin_l_bfgs_b`.
        Typical values for factr are: 1e12 for low accuracy; 1e7
        for moderate accuracy; 10.0 for extremely high accuracy.
    maxiter : int, optional, default = 100000
        Minimization of the objective function will do at most this number
        of steps.
    on_error : string, optional, default = 'raise'
        What to do then an error happend. When 'raise' is given, raise
        an exception. When 'warn' is given, produce a (Python) warning.

    Returns
    -------
    K : (N,N) ndarray
        the optimal rate matrix

    Notes
    -----
    In this implementation the algorithm of Crommelin and Vanden-Eijnden
    (CVE) is initialized with the pseudo-generator estimate. The
    algorithm of Kalbfleisch and Lawless (KL) is initialized using the
    CVE result.

    Example
    -------
    >>> import numpy as np
    >>> from msmtools.estimation import rate_matrix
    >>> C = np.array([[100,1],[50,50]])
    >>> rate_matrix(C)
    array([[-0.01384753,  0.01384753],
           [ 0.69930032, -0.69930032]])

    References
    ----------
    .. [1] D. Crommelin and E. Vanden-Eijnden. Data-based inference of
        generators for markov jump processes using convex optimization.
        Multiscale. Model. Sim., 7(4):1751-1778, 2009.
    .. [2] J. D. Kalbfleisch and J. F. Lawless. The analysis of panel
        data under a markov assumption. J. Am. Stat. Assoc.,
        80(392):863-871, 1985.
    .. [3] E. B. Davies. Embeddable Markov Matrices. Electron. J. Probab.
        15:1474, 2010.
    """

    from .dense.ratematrix import estimate_rate_matrix
    return estimate_rate_matrix(C, dt=dt, method=method, sparsity=sparsity,
                         t_agg=t_agg, pi=pi, tol=tol, K0=K0,
                         maxiter=maxiter, on_error=on_error)
r"""Estimate a reversible rate matrix from a count matrix.

    Parameters
    ----------
    C : (N,N) ndarray
        count matrix at a lag time dt
    dt : float, optional, default=1.0
        lag time that was used to estimate C
    method : str, one of {'KL', 'CVE', 'pseudo', 'truncated_log'}
        Method to use for estimation of the rate matrix.

        * 'pseudo' selects the pseudo-generator. A reversible transition
          matrix T is estimated and :math:`(T-Id)/d` is returned as the rate matrix.

        * 'truncated_log' selects the truncated logarithm [3]_. A
          reversible transition matrix T is estimated and :math:`max(logm(T*T)/(2dt),0)`
          is returned as the rate matrix. logm is the matrix logarithm and
          the maximum is taken element-wise.

        * 'CVE' selects the algorithm of Crommelin and Vanden-Eijnden [1]_.
          It consists of minimizing the following objective function:

          .. math:: f(K)=\sum_{ij}\left(\sum_{kl} U_{ik}^{-1}K_{kl}U_{lj}-L_{ij}\right)^2 \left|\Lambda_{i}\Lambda_{j}\right|

          where :math:`\Lambda_i` are the eigenvalues of :math:`T` and :math:`U`
          is the matrix of its (right) eigenvectors; :math:`L_{ij}=\delta_{ij}\frac{1}{\tau}\log\left|\Lambda_i\right|`.
          :math:`T` is computed from C using the reversible maximum likelihood
          estimator.

        * 'KL' selects the algorihtm of Kalbfleisch and Lawless [2]_.
          It consists of maximizing the following log-likelihood:

          .. math:: f(K)=\log L=\sum_{ij}C_{ij}\log(e^{K\Delta t})_{ij}

          where :math:`C_{ij}` are the transition counts at a lag-time :math:`\Delta t`.
          Here :math:`e` is the matrix exponential and the logarithm is taken
          element-wise.

    sparsity : (N,N) ndarray or None, optional, default=None
        If sparsity is None, a fully occupied rate matrix will be estimated.
        Alternatively, with the methods 'CVE' and 'KL' a ndarray of the
        same shape as C can be supplied. If sparsity[i,j]=0 and sparsity[j,i]=0
        the rate matrix elements :math:`K_{ij}` and :math:`K_{ji}` will be
        constrained to zero.
    t_agg : float, optional
        the aggregated simulation time;
        by default this is the total number of transition counts times
        the lag time (no sliding window counting). This value is used
        to compute the lower bound on the transition rate (that are not zero).
        If sparsity is None, this value is ignored.
    pi : (N) ndarray, optional
        the stationary vector of the desired rate matrix K.
        If no pi is given, the function takes the stationary vector
        of the MLE reversible T matrix that is computed from C.
    tol : float, optional, default = 1.0E7
        Tolerance of the quasi-Newton algorithm that is used to minimize
        the objective function. This is passed as the `factr` parameter to
        `scipy.optimize.fmin_l_bfgs_b`.
        Typical values for factr are: 1e12 for low accuracy; 1e7
        for moderate accuracy; 10.0 for extremely high accuracy.
    maxiter : int, optional, default = 100000
        Minimization of the objective function will do at most this number
        of steps.
    on_error : string, optional, default = 'raise'
        What to do then an error happend. When 'raise' is given, raise
        an exception. When 'warn' is given, produce a (Python) warning.

    Returns
    -------
    K : (N,N) ndarray
        the optimal rate matrix

    Notes
    -----
    In this implementation the algorithm of Crommelin and Vanden-Eijnden
    (CVE) is initialized with the pseudo-generator estimate. The
    algorithm of Kalbfleisch and Lawless (KL) is initialized using the
    CVE result.

    Example
    -------
    >>> import numpy as np
    >>> from msmtools.estimation import rate_matrix
    >>> C = np.array([[100,1],[50,50]])
    >>> rate_matrix(C)
    array([[-0.01384753,  0.01384753],
           [ 0.69930032, -0.69930032]])

    References
    ----------
    .. [1] D. Crommelin and E. Vanden-Eijnden. Data-based inference of
        generators for markov jump processes using convex optimization.
        Multiscale. Model. Sim., 7(4):1751-1778, 2009.
    .. [2] J. D. Kalbfleisch and J. F. Lawless. The analysis of panel
        data under a markov assumption. J. Am. Stat. Assoc.,
        80(392):863-871, 1985.
    .. [3] E. B. Davies. Embeddable Markov Matrices. Electron. J. Probab.
        15:1474, 2010.