studysv.py 文件源码

def transformparameterndarray(parameterndarray, includejumps):
    parameterndarray = npu.tondim1(parameterndarray)
    res = [
            parameterndarray[0],  # meanlogvar
            2. * np.arctanh(parameterndarray[1]), # persistence
            np.log(parameterndarray[2] * parameterndarray[2]), # voloflogvar
            2. * np.arctanh(parameterndarray[3]) # cor
        ]
    if includejumps:
        res.append(np.arctanh(2*parameterndarray[4] - 1)) # jumpintensity
        res.append(np.log(parameterndarray[5] * parameterndarray[5])) # jumpvol
    return np.array(res)