INNER CODE UNIT · Python

resid

firmai/deltapy · deltapy/extract.py:245

        resid = x - mu
        resid_err = np.abs(resid) * np.sqrt(weight)
        weight1 = weight / (1. + (resid_err / alpha)**beta)
        weight1 /= weight1.mean()
        diff = np.mean(x * weight1) - mu
        mu += diff
        if (np.abs(diff) < tol*np.abs(mu) or np.abs(diff) < tol):
            break

    return mu

# stetson_mean(df["Close"])

#++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++

#-> In Package
def length(x):
    return len(x)

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