weights.py 文件源码

def weights(self, nlags):
        """ Evenly-spaced beta weights
        """
        eps = np.spacing(1)
        u = np.linspace(eps, 1.0 - eps, nlags)

        beta_vals = u ** (self.theta1 - 1) * (1 - u) ** (self.theta2 - 1)

        beta_vals = beta_vals / sum(beta_vals)

        if self.theta3 is not None:
            w = beta_vals + self.theta3
            return w / sum(w)

        return beta_vals