fynance.features.scale.Scale.fit

Scale.fit(X, kind=None, a=0.0, b=1.0, axis=0, **kwargs)

Compute the parameters of the scale transformation.

Parameters:

X : np.ndarray[dtype, ndim=1 or 2]

Data to fit the parameters of scale transformation.

kind : str, optional

• “std” : Standardized scale transformation (default), see standardize.
• “norm” : Normalized scale transformation, see normalize.
• “raw” : No scale is apply.
• “roll_std” : Standardized scale transformation, computed with rolling mean and standard deviation (see roll_standardize).
• “roll_norm” : Normalized scale transformation, computed with roling minimum and maximum (see roll_normalize).

a, b : float or array_like, optional

Some scale factors to apply after the transformation. By default is respectively 0 and 1.

axis : int, optional

Axis along which compute the scale parameters. Default is 0.

**kwargs : keyword arguments for particular functions

E.g: for rolling function set w the lagged window (see roll_normalize) or for rolling standardization set kind_moment={"s", "w", "e"} (see roll_standardize).