skfolio.distribution.plot_tail_concentration

skfolio.distribution.plot_tail_concentration(tail_concentration_dict, quantiles, title='Empirical Tail Dependencies', smoothing=0.5)

Plot the empirical tail concentration curves.

This function takes a dictionary where keys are dataset names and values are the corresponding tail concentration arrays computed at the given quantiles. It then creates a Plotly figure with the tail concentration curves. The x-axis (quantiles) and y-axis (tail concentration) are both formatted as percentages.

Parameters:

tail_concentration_dictdict[str, ArrayLike]

A dictionary mapping dataset names to their tail concentration values.

quantilesarray-like of shape (n_quantiles,)

The quantile levels at which the tail concentration has been computed.

titlestr, default=”Empirical Tail Dependencies”

The title for the plot.

smoothingfloat or None, default=0.5

Smoothing parameter for the spline line shape. If provided, the curves will be smoothed using a spline interpolation.

Returns:

figgo.Figure

A Plotly figure object containing the tail concentration curves.

Raises:

ValueError

If the smoothing parameter is not in the allowed range.