utils.py 文件源码

def __StandardQTFun__(data):
    data0 = data.reset_index(level=0, drop=True)
    NotNAN = pd.notnull(data0)
    quantile = data0.rank(method='min') / NotNAN.sum()
    quantile.loc[quantile[data.columns[0]]==1, :] = 1 - 10 ** (-6)
    data_after_standard = norm.ppf(quantile)
    return pd.DataFrame(data_after_standard, index=data.index, columns=data.columns)