skfolio.utils.stats.cs_rank#

skfolio.utils.stats.cs_rank(a, axis=0)[source]#

Cross-sectional rank along an axis.

Ranks are 1-based. NaN values remain NaN and are excluded from the ranking (i.e. only finite values receive ranks).

Parameters:
andarray

Input array.

axisint, default=0

Axis along which to rank.

Returns:
ranksndarray

Same shape as a, dtype float64.