ddembed.py 文件源码

def deltaDeEmbedSum(delta, width):
    nSeg = delta.shape[0]
    nObs = delta.shape[1]
    nDim = delta.shape[2]

    lags = width-1

    origDim = nDim // width

    pad = np.zeros((nSeg,lags,nDim), dtype=delta.dtype)
    delta = delta[:,::-1,:]
    delta = np.concatenate((pad,delta,pad), axis=1)

    flags = delta.flags
    assert flags.c_contiguous

    sz = delta.itemsize

    deEmb = npst.as_strided(delta,
        shape=(width, nSeg, nObs+lags, origDim),
        strides=(origDim*(width+1)*sz,
                 delta.shape[1]*delta.shape[2]*sz,
                 width*origDim*sz, sz))[:,:,::-1,:]

    return deEmb.sum(axis=0)#[:,::-1,:]