从连续变量 Python 创建多个类 [英] Create multiple classes from continuous variables Python

问题描述

我想将我的连续预测变量(股票收益)转换为分类变量(5 个区间，或者 5 个区间具有相同数量的股票或绝对阈值，比如 -30% 到 -20%，然后 -19% 到-10% 等)

I would like to convert my continuous predictor variable (stock returns) into a categorical variable (5 bins, either 5 bins with equal number of stocks OR absolute thresholds, say -30% to -20%, then -19% to -10% etc.)

是否有一些 Python 包可以做到这一点?scikit学习等?

Is there some Python package that does this? scikit learn etc?

推荐答案

看起来您正在寻找的是 pandas.cut 用于绝对阈值或 pandas.qcut 用于相同大小的 bin.

It seems like what you are looking for is either pandas.cut for absolute thresholds or pandas.qcut for equal sized bins.

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