simulate.py 文件源码

def constant(self):
        delta = np.min(self.rho) - 0.01
        cormat = np.full((self.nkdim, self.nkdim), delta)

        epsilon = 0.99 - np.max(self.rho)
        for i in np.arange(self.k):
            cor = np.full((self.nk[i], self.nk[i]), self.rho[i])

            if i == 0:
                cormat[0:self.nk[0], 0:self.nk[0]] = cor
            if i != 0:
                cormat[np.sum(self.nk[0:i]):np.sum(self.nk[0:i + 1]),
                np.sum(self.nk[0:i]):np.sum(self.nk[0:i + 1])] = cor

        np.fill_diagonal(cormat, 1 - epsilon)

        cormat = self._generate_noise(cormat, self.nkdim, self.M, epsilon)

        return cormat