quantiles_cut()

Compute the fraction of values above the PCA cutoff per feature.

Usage

Source

quantiles_cut(
    X,
    pca,
)

Parameters

X: NDArray[np.number]

Input data array with shape (T, d), as passed to pca_high_freq.

pca: PCAHighFreqResult

the result of pca_high_freq.

Returns

NDArray[np.number]

The fraction of values above the cutoff with shape (d,).