okama.Portfolio.plot_hist_fit
- Portfolio.plot_hist_fit(distr='norm', bins=None)
Plot historical distribution histogram for ptrtfolio monthly rate of return time series and theoretical PDF (Probability Distribution Function).
Can be used with Normal, Lognormal and Stident’s T distributions.
- Parameters:
- distr{‘norm’, ‘lognorm’, ‘t’}, default ‘norm’
The name of a distribution to fit. ‘norm’ - for normal distribution. ‘lognorm’ - for lognormal distribution. ‘t’ - for Student’s T distribution.
Examples
>>> import matplotlib.pyplot as plt >>> pf = ok.Portfolio(['SP500TR.INDX']) >>> pf.plot_hist_fit(distr='norm') >>> plt.show()