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module coreforecast.expanding

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function expanding_mean

expanding_mean(x: ndarray) → ndarray
Compute the expanding_mean of the input array. Args:
  • x (np.ndarray): Input array.
Returns:
  • np.ndarray: Array with the expanding statistic

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function expanding_std

expanding_std(x: ndarray) → ndarray
Compute the expanding_std of the input array. Args:
  • x (np.ndarray): Input array.
Returns:
  • np.ndarray: Array with the expanding statistic

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function expanding_min

expanding_min(x: ndarray) → ndarray
Compute the expanding_min of the input array. Args:
  • x (np.ndarray): Input array.
Returns:
  • np.ndarray: Array with the expanding statistic

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function expanding_max

expanding_max(x: ndarray) → ndarray
Compute the expanding_max of the input array. Args:
  • x (np.ndarray): Input array.
Returns:
  • np.ndarray: Array with the expanding statistic

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function expanding_quantile

expanding_quantile(x: ndarray, p: float) → ndarray
Compute the expanding_quantile of the input array. Args:
  • x (np.ndarray): Input array.
  • p (float): Quantile to compute.
Returns:
  • np.ndarray: Array with the expanding statistic