pastas.stats.signatures.cv_period_mean#

cv_period_mean(series, freq='M')[source]#

Coefficient of variation of mean head over a period (default monthly).

Parameters:

  • series (pandas.Series) – Pandas Series with DatetimeIndex and head values.

  • freq (str, optional) – frequency to resample the series to by averaging.

Returns:

cv – Coefficient of variation of mean head over a period (default monthly).

Return type:

float

Notes

Coefficient of variation of mean monthly heads Hughes and James [1989].