skfolio.measures
.mean#
- skfolio.measures.mean(returns, sample_weight=None)[source]#
Compute the mean.
- Parameters:
- returnsndarray of shape (n_observations,) or (n_observations, n_assets)
Array of return values.
- sample_weightndarray of shape (n_observations,), optional
Sample weights for each observation. If None, equal weights are assumed.
- Returns:
- valuefloat or ndarray of shape (n_assets,)
The computed mean. If
returns
is a 1D-array, the result is a float. Ifreturns
is a 2D-array, the result is a ndarray of shape (n_assets,).