dqrutl.py 文件源码

def get_coef(self, X):
        qr, qraux = self.qr, self.qraux
        n, p = qr.shape

        # sanity check
        assert isinstance(qr, np.ndarray), 'internal error: QR should be a np.ndarray but got %s' % type(qr)
        assert isinstance(qraux, np.ndarray), 'internal error: qraux should be a np.ndarray but got %s' % type(qraux)

        # validate input array
        X = check_array(X, dtype='numeric', copy=True, order='F')
        nx, ny = X.shape
        if nx != n:
            raise ValueError('qr and X must have same number of rows')

        # check on size
        _validate_matrix_size(n, p)

        # get the rank of the decomposition
        k = self.rank

        # get ix vector
        # if p > n:
        #   ix = np.ones(n + (p - n)) * np.nan
        #   ix[:n] = np.arange(n) # i.e., array([0,1,2,nan,nan,nan])
        # else:
        #   ix = np.arange(n)

        # set up the structures to alter
        coef, info = (np.zeros((k, ny), dtype=np.double, order='F'),
                      np.zeros(1, dtype=np.int, order='F'))

        # call the fortran module IN PLACE
        _safecall(dqrsl.dqrcf, qr, n, k, qraux, X, ny, coef, 0)

        # post-processing
        # if k < p:
        #   cf = np.ones((p,ny)) * np.nan
        #   cf[self.pivot[np.arange(k)], :] = coef
        return coef if not k < p else coef[self.pivot[np.arange(k)], :]