Module math 

Numerical primitives shared across the behavioral-fidelity metrics.

Functions

days_between

Days between two dates, can be negative.

is_weekend

true if the date falls on Sat or Sun.

pearson_lag1_correlation

Lag-1 Pearson correlation between consecutive elements of xs.

percentile

Empirical percentile of an unsorted slice (clones + sorts).

wasserstein_1

Wasserstein-1 distance between two empirical 1-D samples.