Files
catalyst/zipline/lib/quantiles.py
T
2016-03-25 15:11:18 -04:00

18 lines
363 B
Python

"""
Algorithms for computing quantiles on numpy arrays.
"""
from numpy.lib import apply_along_axis
from pandas import qcut
def quantiles(data, nbins_or_partition_bounds):
"""
Compute rowwise array quantiles on an input.
"""
return apply_along_axis(
qcut,
1,
data,
q=nbins_or_partition_bounds, labels=False,
)