conatus.expert.kaplan_yorke¶

conatus.expert.kaplan_yorke(exponents)[source]¶

D_KY = j + (λ_1 + … + λ_j) / |λ_{j+1}|, j the largest index with a non-negative partial sum (exponents sorted in decreasing order). Refused (ConvergenceError) if every partial sum of the given exponents is non-negative: more exponents are needed, never extrapolated.