skfolio.utils.stats.cs_rank

skfolio.utils.stats.cs_rank(a, axis=0)

Cross-sectional rank along an axis.

Ranks are 1-based, with ties assigned the average of their occupied ranks. Nonfinite values receive NaN and are excluded from the ranking.

Parameters:

andarray

Input array.

axisint, default=0

Axis along which to rank.

Returns:

ranksndarray

Same shape as a, dtype float64. Scalar inputs return a one-element array.