euromod.eu_euromod.calibrate.weighted

Weighted statistics on arrays: mean, percentile and Gini coefficient.

Every function takes plain arrays of values and survey weights (dwt in EUROMOD output) and returns a number.

Below are listed the main public classes of the euromod.eu_euromod.calibrate.weighted module.

Function

gini(values, weights)

Weighted Gini coefficient, from the area under the Lorenz curve (trapezoids).

weighted_mean(values, weights)

Weighted mean.

weighted_percentile(values, weights, percentile)

Weighted percentile: the smallest value whose cumulative weight reaches the

Functions

euromod.eu_euromod.calibrate.weighted.gini(values, weights)

Weighted Gini coefficient, from the area under the Lorenz curve (trapezoids).

Parameters:
  • values (array-like) – Values (e.g. household income) and their weights, of equal length. Observations where either is missing are left out.

  • weights (array-like) – Values (e.g. household income) and their weights, of equal length. Observations where either is missing are left out.

Returns:

0 when everyone has the same value, approaching 1 as it concentrates.

Return type:

float

euromod.eu_euromod.calibrate.weighted.weighted_mean(values, weights)

Weighted mean.

Parameters:
  • values (array-like) – Values and their weights, of equal length.

  • weights (array-like) – Values and their weights, of equal length.

Return type:

float

euromod.eu_euromod.calibrate.weighted.weighted_percentile(values, weights, percentile)

Weighted percentile: the smallest value whose cumulative weight reaches the requested share of the total weight.

The result is always one of values; nothing is interpolated.

Parameters:
  • values (array-like) – Values and their weights, of equal length.

  • weights (array-like) – Values and their weights, of equal length.

  • percentile (float) – Between 0 and 100.

Return type:

float