parametric.py 文件源码

def fit(self, X, y=None):
        """Fit the model according to the given training data.

        Parameters
        ----------
        X : array-like of shape (n_samples, n_features)
            Samples.

        Returns
        -------
        self : detector
            Return self.
        """

        X                    = check_array(X)

        if not self.assume_normalized:
            self._normalizer = Normalizer().fit(X)
            X                = self._normalizer.transform(X)

        mean                 = np.mean(X, axis=0)
        self.mean_direction_ = mean / np.linalg.norm(mean)

        self.y_score_        = self.anomaly_score(X)
        df, loc, scale       = chi2.fit(self.y_score_)
        self.threshold_      = chi2.ppf(1.0 - self.fpr, df, loc, scale)

        return self