Module functions

Aggregation functions

aggregate(collection, func[, points]) Takes a collection of Stairs instances and returns a single instance representing the aggregation.
mean(collection) Takes a collection of Stairs instances and returns the mean of the corresponding step functions.
median(collection) Takes a collection of Stairs instances and returns the median of the corresponding step functions.
min(collection) Takes a collection of Stairs instances and returns the minimum of the corresponding step functions.
max(collection) Takes a collection of Stairs instances and returns the maximum of the corresponding step functions.

Miscellaneous functions

sample(collection[, points, how, expand_key]) Takes a dict-like collection of Stairs instances and evaluates their values across a common set of points.
hist_from_ecdf(ecdf[, bin_edges, closed]) Calculates a histogram from a Stairs instance corresponding to an empirical cumulative distribution function.
cov(collection[, lower, upper]) Calculates the covariance matrix for a collection of Stairs instances
corr(collection[, lower, upper]) Calculates the correlation matrix for a collection of Stairs instances
make_test_data([dates]) Returns test data