fillrate

fillrate, function

def pure fillrate(r: ranvar): ranvar

Returns the marginal contribution to the fill rate by stock position.

Example

r = poisson(3)
show scalar "poisson(3)" a1c3 with r
show scalar "fillrate(poisson(3))" a4c6 with fillrate(r)

Remarks

Inputs with negative support

Providing an input ranvar r that has negative numbers in its support is supported, and the obtained fillrate will be the same as if the conditional distribution $r|r>0$ was provided as an input instead.

The fillrate of a dirac(0) is dirac(0).

Cumulated fill rate

The cumulated fill rate associated with a ranvar can be obtained with the function cdf.

r = poisson(3)
marginalFillrate = fillrate(r)
cumulatedFillrate = cdf(marginalFillrate)

See also

User Contributed Notes
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