covariance.py 文件源码

def w(self, moments):
        """
        Score/moment condition weighting matrix

        Parameters
        ----------
        moments : ndarray
            Moment conditions (nobs by nmoments)

        Returns
        -------
        w : ndarray
            Weighting matrix computed from moment conditions
        """
        if self._center:
            moments = moments - moments.mean(0)[None, :]
        out = self._kernel_cov(moments)

        return inv(out)