explore.py 文件源码

def corr(s, k):
    """
    ?????????lag=k?
    ???
    """
    n = len(s)
    x = []; y = []
    for i in range(0,n-k):
        x.append([s[i]])
        y.append([s[i+k]])

    # least square by myself
    x = np.array(x)
    y = np.array(y)
    one = np.ones((x.shape[0],1))
    x = np.concatenate((one,np.array(x)),axis=1)
    coefs = np.dot(pinv(x),y)
    coef = coefs[1]

    return coef