TARNNResult.upper_fraction

property TARNNResult.upper_fraction: float

Share of the effective sample assigned to the upper regime.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> res = TARNN(rng.standard_normal(300), order=1).fit()
>>> bool(abs(res.upper_fraction - 0.5) < 0.01)
True