A python library for the computation of various concentration, diversification and inequality indices.
The library implements the computation of all well known indexes of inequality and concentration.
- Author: Open Risk, http://www.openriskmanagement.com
- License: MIT
- Documentation: Open Risk Manual, http://www.openriskmanual.org/wiki/Category:Concentration_Index
- Training: Open Risk Academy, https://www.openriskacademy.com/login/index.php
- Development website: https://github.com/open-risk/concentration_library
- Production instance (API): https://www.opencpm.com
An overview of the implemented metrics is available at the Open Risk Manual
The below list provides specific documentation URL's for each one of the implement indexes
- Atkinson Index
- Berger-Parker Index
- Concentration Ratio
- Ellison-Glaeser Index
- Gini Index
- Theil Index
- Hannah-Kay Index
- Hoover Index
- Herfindahl-Hirschman Index
- Shannon Index
- Generalized Entropy Index (Renyi)
- Kolm Index
Comparing two indexes for
Calculating industrial and geographic concentrations
Check the TODO list for ideas of where to take this library next