[Numpy-discussion] poly class question
josef.pktd@gmai...
josef.pktd@gmai...
Fri Oct 2 12:08:46 CDT 2009
Is there a way in numpy (or scipy) to get an infinite expansion for
the inverse of a polynomial (for a finite number of terms)
np.poly1d([ -0.8, 1])**(-1)
application for example the MA representation of an AR(1)
and fractional powers
np.poly1d([ -1, 1])**0.5
this is useful for fractionally integrated time series, e.g. ARFIMA
Until now I did this directly or using scipy.signal, but I thought
maybe the polynomial class would handle some of it, both examples
raise exceptions.
Josef
More information about the NumPy-Discussion
mailing list