Change Log

PLEASE NOTE THAT THE API IS STILL UNSTABLE AS MORE USE CASES / FEATURES ARE ADDED REGULARLY

v0.6.0 (21-02-2022)

  • Installation:

    • PyPI release update

v0.5.1 (14-06-2020)

v0.5.0 (05-04-2020)

  • Added script that produces cross-check calculations from corresponding R packages

  • Expanded functionality to process dataframes

  • First PyPI installation

v0.4.2 (08-03-2019)

  • Renamed library to concentrationMetrics to emphasize the nature of the library and follow the naming conventions of other Open Risk projects (transitionMatrix, correlationMatrix etc)

  • Added readthedocs documentation

v0.4.1 (18-02-2019)

  • Provide confidence intervals via bootstraping

  • Improved test documentation

  • Fixed documentation links

v0.4 (17-08-2018)

  • Added new one-dimensional indexes: Hoover

  • New multi-dimensional index family: Ellison-Glaeser

  • Added normalized version flag (ranging in 0,1) for HHI, Shannon

  • API Changes: * Introduction of Index object to organize different index calculations as methods * Lists are now converted to numpy arrays before processing

  • More formal testing framework, added tests for the EG index

v0.3.1 (09-05-2018)

  • Code documentation via sphinx

  • Improved alignment with Open Risk Manual pages

v0.3.0 (27-12-2017)

  • Exhaustive collection of indexes

  • Direct documentation using Open Risk Manual URL’s

  • Simplification of the API (weight calculation by default)

  • Visualizations

  • Examples directory

v0.2.0 (23-11-2016)

  • First public release of the package