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:
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.