simulate.py 文件源码

def hub(self):
        cormat = np.zeros((self.nkdim, self.nkdim))

        for i in np.arange(self.k):
            cor = toeplitz(self._fill_hub_matrix(self.rho[i,0],self.rho[i,1], self.power, self.nk[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
            tau = (np.max(self.rho[i]) - np.min(self.rho[i])) / (self.nk[i] - 2)

        epsilon = 0.08 #(1 - np.min(rho) - 0.75 * np.min(tau)) - 0.01

        np.fill_diagonal(cormat, 1 - epsilon)

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

        return cormat