quantlab.model.predefined.double_ensemble.pct_rank

quantlab.model.predefined.double_ensemble.pct_rank(values)

pandas’ rank(pct=True): the average rank over the count, ties averaged.

Examples

>>> pct_rank(np.array([3.0, 1.0, 1.0, 2.0]))
array([1.   , 0.375, 0.375, 0.75 ])