widgets.py 文件源码

def rm_reg_ri(rm,ret):
    '''
    ???????????????????????????
    '''
    #??????
    X=np.array(np.zeros([ret.shape[1],1]))
    #?????????????
    for i in range(ret.shape[1]):
        model=sm.OLS(ret.values[:,i],rm.values).fit()
        X[i,:]=model.params[0]
    X=pd.DataFrame(X)
    return X