quantlab.factor.kunquant_cs.RenormalizedCombine#
- class quantlab.factor.kunquant_cs.RenormalizedCombine(values, weights)[source]#
Bases:
CompositiveOpFixed-weight sum of several values, renormalized over the ones present.
sum(w_k * v_k) / sum(w_k)over thekwhosev_kis finite, so a symbol missing one descriptor still gets the combination of the others, as USE4 combines descriptors into a style. NaN when none is present.- Parameters:
- valueslist of OpBase
The values to combine, such as standardized descriptors.
- weightslist of float
One positive weight per value.
- Raises:
- ValueError
If the lengths differ, no value is given, or a weight is not positive.
Examples
>>> Output(RenormalizedCombine([dastd, cmra, hsigma], [0.75, 0.15, 0.10]), "resvol")