calibration_utils.py 文件源码

def _natural_cubic_spline_basis_expansion(xpts,knots):
    num_knots = len(knots)
    num_pts = len(xpts)
    outmat = np.zeros((num_pts,num_knots))
    outmat[:,0]= np.ones(num_pts)
    outmat[:,1] = xpts
    def make_func_H(k):
        def make_func_d(k):
            def func_d(x):
                denom = knots[-1] - knots[k-1]
                numer = np.maximum(x-knots[k-1],np.zeros(len(x)))**3 - np.maximum(x-knots[-1],np.zeros(len(x)))**3
                return numer/denom
            return func_d
        def func_H(x):
            d_fun_k = make_func_d(k)
            d_fun_Km1 = make_func_d(num_knots-1)
            return d_fun_k(x) -  d_fun_Km1(x)
        return func_H
    for i in range(1,num_knots-1):
        curr_H_fun = make_func_H(i)
        outmat[:,i+1] = curr_H_fun(xpts)
    return outmat