staircase.agg

staircase.agg(collection, func)

Takes a collection of Stairs instances and returns a single instance representing the aggregation.

Parameters

collection: tuple, list, numpy array, dict or pandas.Series

The Stairs instances to aggregate

func: a function taking a 1 dimensional vector of floats, and returning a single float

The function to apply, eg numpy.max

points: vector of floats or dates

Points at which to evaluate. Defaults to union of all step changes. Equivalent to applying Stairs.resample().

Returns

Stairs

See also

staircase.mean, staircase.median, staircase.min, staircase.max

Examples

staircase.max staircase.sample