pastas.stats.signatures.bimodality_coefficient#
- bimodality_coefficient(series, normalize=True)[source]#
Bimodality coefficient after Ellison [1987].
- Parameters
series (pandas.Series) – Pandas Series with DatetimeIndex and head values.
normalize (bool, optional) – normalize the time series to values between zero and one.
- Returns
Bimodality coefficient.
- Return type
Notes
Squared product moment skewness (s) plus one, divided by product moment kurtosis (k):
- ..math::
b = (s^2 + 1 ) / k
Adapted from the R ‘modes’ package. The higher the bimodality coefficient, the more bimodal the head distribution is, and vice versa.