gs_quant.timeseries.algebra.abs_¶
- abs_(x)[source]¶
Absolute value of each element in series
- Parameters:
x (
Series) – date-based time series of prices- Return type:
Series- Returns:
date-based time series of absolute value
Usage
Return the absolute value of \(X\). For each value in time series \(X_t\), return \(X_t\) if \(X_t\) is greater than or equal to 0; otherwise return \(-X_t\):
\(R_t = |X_t|\)
Equivalent to \(R_t = \sqrt{X_t^2}\)
Examples
Generate price series and take absolute value of \(X_t-100\)
>>> prices = generate_series(100) - 100 >>> abs_(prices)
See also