rsesha / concentration_library Goto Github PK

A python library for the computation of various concentration, diversification and inequality indices.

Dependencies: numpy, scipy

• Atkinson Index
• Concentration Ratio
• Berger-Parker Index
• Herfindahl-Hirschman Index
• Hannah-Kay Index
• Gini Index
• Theil Index
• Shannon Index
• Generalized Entropy Index
• Kolm Index

Version 0.2 includes two real datasets used for testing and comparison with R implementations

• hhbudget.csv
• Ilocos.csv

Run test.py

• atkinson_test.py compares the Atkinson function with the IC2/Atk function

portfolio = np.random.zipf(a, 100)
hhi = cl.hhi(portfolio) gini = cl.gini(portfolio)

etc...

Use the forum for discussions

Use the manual for documentation of use cases

Check the TODO list for ideas of where to take this library next