concentrationMetrics

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


Keywords
concentration, diversity, inequality, index, python, shannon
License
MIT
Install
pip install concentrationMetrics==0.6.0

Documentation

Gitter Documentation Status

Intro

concentrationMetrics is a python library for the computation of various concentration, diversification and inequality indices. The library implements the computation of all well known indexes of inequality and concentration.

You can use concentrationMetrics to

  • access an exhaustive collection of concentration, inequality and diversity indexes and metrics
  • perform file input/output in both json and csv formats
  • compute indexes with confidence intervals via bootstraping
  • visualize using matplotlib

Key Information

NB: concentrationMetrics is still in active development. If you encounter issues please raise them in our github repository

Full Description

List of Implemented Indexes

An overview of the implemented metrics (indexes) and their relationships is available at the Open Risk Manual

The below list provides more specific documentation URL's for each one of the implement indexes:

Support and Training

The Open Risk Academy has free courses demonstrating the use of the library: Open Risk Academy

Examples

Comparing two indexes across a range of input portfolio data

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Calculating industrial and geographic concentrations

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Contributions

  • Check the TODO list for immediate TODO items
  • Check the Roadmap for the bigger picture