explore.py 文件源码

def partial_corr(x, k):
    """
    ?k?????
    w0 + w(k)*x(1) +w(k-1)*x(2) + ... + w(1)*x(k) = x(k+1)
    """
    n = len(x)
    X = [];Y=[]
    for i in range(0,n-k-1):
        X.append(x[i:i+k])
        Y.append(x[i+k+1])
    X = np.array(X); Y = np.array(Y)
    one = np.ones((X.shape[0],1))
    X = np.concatenate((one,X), axis=1)
    coef = np.dot(pinv(X),Y)
#    print 'coef=%s'%coef
    return coef[1]  # ????????w(k),??x(k+1)??k???w(k)*x(1)