pastas.stats.signatures.recovery_constant#

recovery_constant(series, bins=20, normalize=False)[source]#

Recovery constant after Kirchner (2009).

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

  • bins (int, optional) – Number of bins to bin the data to.

  • normalize (bool, optional) – normalize the time series to values between zero and one.

Return type:

float

Notes

Slope of the linear model fitted to percentile‐wise binned means in a log‐log plot of positive head versus positive head one time step ahead.