windkit.ltc.mcp

Measure-Correlate-Predict MCP Module.

Classes

LinRegMCP([ws_cutoff])	Sectorwise MCP using Scipy's linear regression.
MCPBase([n_sectors, quantiles])	Sectorwise Regressor base-class used as a blueprint for sectorwise MCP methods based on regression models.
MCPRegressor([ws_cutoff, model_kws])	Sectorwise Regressor base-class used as a blueprint for sectorwise MCP methods based on regression models.
VarRatMCP([fit_intercept, ws_cutoff])	Sectorwise MCP using variance ratio linear regression.