24.6.30

星期一:

补cf global round26 D                                                  cf传送门

思路:把s中非a字符存下来,共m个,然后暴力检测,复杂度有点迷

代码如下:

ll n;

void solve(){
	string s; cin >> s;
	n=s.size(); s=" "+s;
	if(count(s.begin(),s.end(),'a')==n){cout << n-1 << "\n"; return ;}
	vector<int>ve;
	int m=0;
	for(int i=1;i<=n;i++)
		if(s[i]!='a') ve.push_back(i),m++;
	ll ans=0;
	for(int i=1;i<=m;i++){      //枚举t的长度
		if(m%i) continue;
		bool if1=1;
		int r=n-ve[m-1],mi=1e9;
		for(int j=0;j<m;j++){
			if(j<m-i && s[ve[j]]!=s[ve[j+i]]){if1=0; break;}
			if(j<m-i-1 && (j+1)%i && ve[j+1]-ve[j]!=ve[j+i+1]-ve[j+i]){if1=0; break;}
			if((j+1)%i==0 && j!=m-1) mi=min(ve[j+1]-ve[j]-1,mi);
		}
		if(!if1) continue;
		for(int j=0;j<ve[0] && j<=mi;j++) ans+=min(r+1,mi-j+1);
	}
	cout << ans << "\n";
}

星期二:

补cf round954 div3 D                                          cf传送门

题意:给一串长度为n的数,在里面填 n-2个+或*号,使结果最小

思路:这里我本来想的贪心选一个二位数,但wa,其实可以枚举二位数的选择,这种情况下就没必要贪心了,直接枚举肯定比贪心更稳健

代码如下:

ll n;
string s;
void solve(){
	cin >> n >> s;
	if(n==2){
		if(s[0]=='0') cout << s[1] << "\n";
		else cout << s << "\n";
		return ;
	}
	if(n==3){
		if(s[0]=='0' || s[2]=='0'){cout << "0\n"; return ;}
		ll ans=0;
		int a1=s[0]-'0',a2=(s[1]-'0')*10+s[2]-'0';
		ans=min(a1+a2,a1*a2);
		a1=(s[0]-'0')*10+s[1]-'0',a2=s[2]-'0';
		ans=min({1ll*a1+a2,1ll*a1*a2,ans});
		cout << ans << "\n";
		return ;
	}
	ll tot=0,ans=1e9;
	for(auto i:s){
		if(i!='1') tot+=i-'0';
		if(i=='0'){cout << "0\n"; return ;}
	}
	s=" "+s;
	for(int i=1;i<n;i++){
		int num=(s[i]-'0')*10+s[i+1]-'0',ms=0;  //枚举
		if(s[i]!='1') ms+=s[i]-'0';
		if(s[i+1]!='1') ms+=s[i+1]-'0';
		ans=min(num+tot-ms,ans);
	}
	cout << ans << "\n";
}

星期三:

补cf round 955 div2 C  拿牌                                            cf传送门

思路:dp【i】表示拿到第 i张牌能赢的最大轮数

前缀和处理,对每个点,先和dp【i-1】取max,二分找出下一次赢的轮的拿牌范围,即 i+1到 idx,dp【idx】和 dp【i】+1 取max

代码如下:

const int N=2e6+10;
ll n;
ll a[N],dp[N];
void solve(){
	ll l,r; cin >> n >> l >> r;
	for(int i=1;i<=n;i++){
		cin >> a[i];
		a[i]+=a[i-1];
		dp[i]=0;
	}
	ll ans=0;
	for(int i=0;i<=n;i++){
		if(i) dp[i]=max(dp[i-1],dp[i]);
		int idx=lower_bound(a+1+i,a+1+n,a[i]+l)-a;
		if(a[idx]-a[i]>r) continue;
		if(idx>n){cout << ans << "\n"; return ;}
		dp[idx]=max(dp[i]+1,dp[idx]);
		ans=max({dp[i],dp[idx],ans});            //记录出现过的最大值
	}
	cout << ans << "\n";
}

补cf round954 div3 E                                           cf传送门

题意:给一数组,可以任意排序,有一操作为使其一元素+=k,问最少操作次数使其对称,不可能则输出 -1

思路:显然俩相同的数可以直接忽略,所以只考虑奇数个的数

俩数可以通过操作相等即俩数对 k的模数相等,所以按模数分类,n为奇则允许有一类是奇数个数

如果是偶数个,排序后直接对相邻数操作即可,奇数个需要枚举忽略哪个数,比较繁琐

代码如下:

const int N=2e6+10;
ll n;
ll a[N];
void solve(){
	ll k; cin >> n >> k;
	map<int,int>b;
	for(int i=1;i<=n;i++){
		cin >> a[i];
		b[a[i]]++;
	}
	map<int,vector<int>>mp;
	for(auto [x,y]:b) if(y&1) mp[x%k].push_back(x);
	bool if1=n&1;
	ll ans=0;
	for(auto [x,ve]:mp){
		if(ve.size()&1){
			if(!if1){cout << "-1\n"; return ;}
			if1=0;
			if(ve.size()==1) continue;
		}
		sort(ve.begin(),ve.end());
		ll tmp=0;
		if(ve.size()&1){
			vector<ll>ve1,ve2;
			ve1.push_back(0),ve2.push_back(0);
			for(int i=1,sz=ve.size();i<sz;i++){
				if(i&1){
					ve1.push_back(ve1.back()+(ve[i]-ve[i-1])/k);
					ve2.push_back(ve2.back());
				}else{
					ve2.push_back(ve2.back()+(ve[i]-ve[i-1])/k);
					ve1.push_back(ve1.back());
				}
			}
			tmp=1e18;
			for(int i=0,sz=ve.size();i<sz;i++){
				if(i&1){
					if(i>1) tmp=min((ve[i+1]-ve[i-1])/k+ve1[i-2]+ve2.back()-ve2[i+1],tmp);
					else tmp=min((ve[i+1]-ve[i-1])/k+ve1[i-2]+ve2.back()-ve2[i+1],tmp);
				}else{
					if(i) tmp=min(ve1[i-1]+ve2.back()-ve2[i],tmp);
					else tmp=min(ve2.back(),tmp);
				}
			}
		}else for(int i=0,sz=ve.size();i<sz;i+=2) tmp+=(ve[i+1]-ve[i])/k;
		ans+=tmp;
	}
	cout << ans << "\n";
}

星期四:

24百度之星 括号                                                     mtj传送门

思路:先看左右括号差值是否为2,

代码如下:

ll n;
void solve(){
	string s; cin >> s;
	int cntl=0,cntr=0;
	for(auto i:s) cntl+=i=='(',cntr+=i==')';
	if(abs(cntl-cntr)!=2){cout << 0; return ;}
	n=s.size();
	s=" "+s;
	ll ans=0;
	stack<int>sk;
	if(cntl>cntr){
		for(int i=n;i;i--){
			if(s[i]==')') sk.push(i);
			else{
				if(sk.size()>=0) ans++;
				if(sk.empty()) break;
				else sk.pop();
			}
		}
	}else{
		for(int i=1;i<=n;i++){
			if(s[i]=='(') sk.push(i);
			else{
				if(sk.size()>=0) ans++;
				if(sk.empty()) break;
				else sk.pop();
			}
		}
	}
	cout << ans;
}

学了下汉诺塔问题,一知半解

ll n;
void move(int n,char a,char b,char c){
	if(!n) return ;
	move(n-1,a,c,b);
	cout << a << " -> " << c << "\n";
	move(n-1,b,a,c);
}
void solve(){
	cin >> n;
	char a='A',b='B',c='C';
	move(n,a,b,c);
}

星期五:

补cf edu round 167 D                                          cf传送门

题意有点怪,看了两遍才懂

可以贪心,但我用multiset装金属块T了后,看了jly的dp写法,感觉很不错

思路:f【i】表示用 i块造一次可达到的最小损失,dp【i】表示用 i块开造最多能造多少次

首先使 f【i】单调不递增,因为数量越多,选择就越多,损失数只可能更少,然后dp可以线性转移

代码如下:

const int N=2e6+10;
ll n;
int a[N],f[N];
ll dp[N];
void solve(){
	int m; cin >> n >> m;
	int ma=0;
	for(int i=1;i<=n;i++){
		cin >> a[i];
		ma=max(a[i],ma);
	}
	for(int i=1;i<=ma;i++) f[i]=1e9;
	for(int i=1;i<=n;i++){
		int b; cin >> b;
		f[a[i]]=min(a[i]-b,f[a[i]]);
	}
	for(int i=2;i<=ma;i++) f[i]=min(f[i-1],f[i]);
	for(int i=1;i<=ma;i++) if(f[i]<=i) dp[i]=dp[i-f[i]]+1;
	ll ans=0;
	while(m--){
		int c; cin >> c;
		if(c>ma){              //数量大于最大,就先处理到最大
			int ti=(c-ma)/f[ma]; if((c-ma)%f[ma]) ti++;
			c-=f[ma]*ti;
			ans+=ti;
		}
		ans+=dp[c];
	}
	cout << ans*2;
}

牛客小白月赛97 C                                          牛客传送门

思路:翻译下就是,有 num个不同的数,单调递增地连续放置 n个的方案数

暴力转移 n^3,可以用前缀和优化到 n^2

因为最后 ans忘记取模了,白wa一发,所以记录下

代码如下:

ll n;
ll x;
ll dp[1010][1010];
void solve(){
	cin >> n >> x;
	vector<int>ve;
	ve.push_back(0);
	ll num=0;
	for(int i=1;i<=x;i++){
		if(i*i<=x) ve.push_back(i),num++;
		else break;
	}
	for(int i=1;i<=num;i++) dp[1][i]=1;
	for(int i=2;i<=n;i++){
		for(int j=i;j<=num;j++)
			dp[i][j]+=dp[i-1][j-1];
		for(int j=i+1;j<=num;j++) dp[i][j]+=dp[i][j-1],dp[i][j]%=mod;
	}
	ll ans=0;
	for(int i=n;i<=num;i++) ans+=dp[n][i],ans%=mod;
	cout << ans;
}

24百度之星 小度的01串                                            mtj传送门

思路:手操一下能发现合并的规律,和前一段长度的奇偶性有关

其余部分都很常规,第一发update里的懒标记没写为^=1,wa了一发

代码如下:

ll n;
string s;
struct seg_Tree{
#define lc p<<1
#define rc p<<1|1
	struct nod{
		int l,r;
		int op1,op0;   //改为10串的和改为01串的操作次数
		int tag;
	}t[N<<2];
	int ql,qr;
	nod merge(nod a,nod b){
		nod res;
		res.l=a.l,res.r=b.r;
		if((a.r-a.l+1)&1){
			res.op1=a.op1+b.op0;
			res.op0=a.op0+b.op1;
		}else{
			res.op1=a.op1+b.op1;
			res.op0=a.op0+b.op0;
		}
		return res;
	}
	void pushup(int p){t[p]=merge(t[lc],t[rc]);}
	void pushdn(int p){
		if(!t[p].tag) return ;
		swap(t[lc].op1,t[lc].op0);
		swap(t[rc].op1,t[rc].op0);
		t[lc].tag^=t[p].tag;
		t[rc].tag^=t[p].tag;
		t[p].tag=0;
	}
	void bd(int p,int l,int r){
		t[p]={l,r,0,0,0};
		if(l==r){
			t[p].op0=s[l]=='1';
			t[p].op1=s[l]=='0';
			return ;
		}
		int mid=l+r>>1;
		bd(lc,l,mid);
		bd(rc,mid+1,r);
		pushup(p);
	}
	void update(int p){
		if(ql<=t[p].l && qr>=t[p].r){
			swap(t[p].op1,t[p].op0);
			t[p].tag^=1;
			return ;
		}
		int mid=t[p].l+t[p].r>>1;
		pushdn(p);
		if(ql<=mid) update(lc);
		if(qr>mid) update(rc);
		pushup(p);
	}
	nod query(int p){
		if(ql<=t[p].l && qr>=t[p].r) return t[p];
		int mid=t[p].l+t[p].r>>1;
		pushdn(p);
		if(ql>mid) return query(rc);
		if(qr<=mid) return query(lc);
		return merge(query(lc),query(rc));
	}
	void updt(int l,int r){
		ql=l,qr=r;
		update(1);
	}
	int ask(int l,int r){
		ql=l,qr=r;
		nod ans=query(1);
		return min(ans.op0,ans.op1);
	}
}tr;
void solve(){
	int q; cin >> n >> q;
	cin >> s; s=" "+s;
	tr.bd(1,1,n);
	while(q--){
		int op,l,r; cin >> op >> l >> r;
		if(op==1) tr.updt(l,r);
		else cout << tr.ask(l,r) << "\n";
	}
}

星期六:

补牛客小白月赛97 D                                          牛客传送门

被c的计算式子诈骗了,其实p的任意次幂%(p-1)的结果都是1,所以c其实就等于a

思路:注意到n和m在10以内,p不大,对(p-1)的模数也在1e4以内,可以直接暴力bfs,vi数组标记出现过的状态(即坐标和对(p-1)的模数,出现符合条件状态就结束,bfs完毕就输出-1

还有一个特判需要注意,如果一开始就符合条件,输出0(wa了一发

代码如下:

ll n;
int dx[]={-1,1,0,0};
int dy[]={0,0,-1,1};
int a[11][11];
bool vi[11][11][10004];
struct nod{
	int x,y;
	ll sum,ti;
};
void solve(){
	int m,p; cin >> n >> m >> p;
	for(int i=1;i<=n;i++){
		for(int j=1;j<=m;j++)
			cin >> a[i][j];
	}
	for(int i=1;i<=n;i++){
		for(int j=1;j<=m;j++)
			int b; cin >> b;
	}
	if(n==1 && m==1 && p==2){cout << 0; return ;}
	queue<nod>qu;
	qu.push({1,1,a[1][1]%(p-1),0});
	vi[1][1][a[1][1]%(p-1)]=1;
	while(!qu.empty()){
		nod t=qu.front(); qu.pop();
		for(int i=0;i<4;i++){
			int x=t.x+dx[i],y=t.y+dy[i];
			ll sum=(t.sum+a[x][y])%(p-1);
			if(x<1 || x>n || y<1 || y>m || vi[x][y][sum]) continue;
			if(!sum && x==n && y==m){cout << t.ti+1; return ;}
			qu.push({x,y,sum,t.ti+1});
			vi[x][y][sum]=1;
		}
	}
	cout << -1;
}

在蓝桥杯上打了个不知道什么比赛,随便贴个线段树题      传送门

学了线段树的后果就是老想着用线段树

思路:线段树暴力维护,因为身高最高到1e9,所以动态开点,找领操用二分,操作都很常规

又因为 fnd的 k没开ll,wa了一发。

代码如下:

const int N=3e5+10,M=210;
ll n;
const int MAXN=1e9+10;
struct d_Seg_Tree{
#define lc(x) t[x].ch[0]
#define rc(x) t[x].ch[1]
	struct nod{
		int ch[2];            //左右儿子节点的编号
		ll sum;
	}t[N*55];
	int root;
	ll tot;
	int ql,qr,qv;
	void pushup(int p){
		t[p].sum=t[lc(p)].sum+t[rc(p)].sum;
	}
	void update(int &p,int l,int r){
		if(!p) p=++tot;                          //新建节点
		if(ql<=l && qr>=r){
			t[p].sum+=qv;
			return ;
		}
		int mid=l+r>>1;
		if(ql<=mid) update(lc(p),l,mid);
		if(qr>mid) update(rc(p),mid+1,r);
		pushup(p);
	}
	void updt(int l,int r,int v){
		ql=l,qr=r;
		qv=v;
		update(root,1,MAXN);
	}
	int fnd(int &p,int l,int r,ll k){
		if(!p) return 0;
		if(l==r) return l;
		int mid=l+r>>1;
		if(t[lc(p)].sum>=k) return fnd(lc(p),l,mid,k);
		else return fnd(rc(p),mid+1,r,k-t[lc(p)].sum);
	}
}tr;
void solve(){
	cin >> n;
	ll num=0;
	for(int i=1;i<=n;i++){
		int v,a; cin >> v >> a;
		num+=a;
		tr.updt(v,v,a);
		ll ld=num/2; if(num&1) ld++;
		cout << tr.fnd(tr.root,1,MAXN,ld) << "\n";
	}
}

周日:

23年百度之星 dp                                                       mtj传送门

dp【i】表示消耗 i蓝最大的A*B值,dpc【i】表示消耗 i蓝最大的100+C值

思路:题意有点复杂,看似伤害和ABCD的值都相关,要考虑四个,实际上经过处理后只需考虑两个值,即A*B和C-d(C为原题意的100+C,这样就能线性即3e3地处理询问,但复杂度仍是9e8,对于1s来说是不够的

然而只需加上一个vi数组来记录出现过的答案,只消这么一个优化,就能从T 2~5个点变为200ms跑完,这让我明白在复杂度很危险的情况下,任何能想到的优化都是有必要的

代码如下:

const int N=3e5+10;
ll n;
vector<PII>ve[4];
ll dpa[3030],dpb[3030],dp[3030];
ll dpc[3030];
ll vi[N];
void solve(){
	int m,q; cin >> n >> m >> q;
	for(int i=0;i<=m;i++) dpa[i]=dpb[i]=dpc[i]=100;
	for(int i=1;i<=n;i++){
		int c,tp,w; cin >> c >> tp >> w;
		ve[tp].push_back({c,w});
	}
	for(auto [c,w]:ve[1]){  //A
		for(int j=m;j>=c;j--)
			dpa[j]=max(dpa[j-c]+w,dpa[j]);
	}
	for(auto [c,w]:ve[2]){  //B
		for(int j=m;j>=c;j--)
			dpb[j]=max(dpb[j-c]+w,dpb[j]);
	}
	for(int i=0;i<=m;i++){
		for(int j=0;j<=i;j++){   //A * B
			int k=i-j;
			dp[i]=max(dpa[j]*dpb[k],dp[i]);
		}
	}
	for(auto [c,w]:ve[3]){  //C
		for(int j=m;j>=c;j--)
			dpc[j]=max(dpc[j-c]+w,dpc[j]);
	}
	memset(vi,-1,sizeof vi);
	while(q--){
		int d; cin >> d;
		if(vi[d]!=-1){cout << vi[d] << "\n"; continue;}
		if(dpc[m]+100<=d){cout << "0\n",vi[d]=0; continue;}
		ll ans=0;
		for(int i=0;i<=m;i++){
			int j=m-i;
			ans=max(dp[i]*(dpc[j]-d),ans);
		}
		cout << ans << "\n";
		vi[d]=ans;
	}
}

百度之星第三场:那道字符串哈希,毁了我的国赛梦

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import numpy as np # 定义参数 n_lags = 31 # 滞后阶数 n_vars = 6 # 变量数量 alpha = 0.05 # 置信水平 # 准备数据 data = np.array([820.95715,819.17877,801.60077,30,26164.9,11351.8], [265.5425,259.05476,257.48619,11.4,12525,4296.5], [696.9681,685.54114,663.32014,47.5,23790.484,8344.8], [4556.1091,440.58995,433.21995,24.6,12931.388,5575.4], [360.08693,353.75386,351.59186,26.9,11944.322,4523], [938.55919,922.25468,894.26468,35.3,27177.893,8287.4], [490.47837,477.35237,385.17474,24.5,14172.1,6650.4], [553.15463,452.35042,425.92277,32.9,16490.17,7795], [740.35759,721.68259,721.68259,15.5,26117.755,7511.7], [1581.99576,1579.50357,1571.23257,65.4,59386.7,15347.2], [1360.91636,1360.20825,1358.11425,66.4,57160.533,8080], [564.06146,560.91611,559.08711,35.2,22361.86,6165.4], [732.17283,727.25063,725.93863,29.7,22177.389,4393.2], [424.12777,424.10579,411.19979,21.6,14691.359,4695.6], [1439.38133,1437.85585,1436.67585,77.3,50123.672,15479], [961.92496,935.21589,931.28189,45.7,28073.9,11273.3], [881.92808,868.65804,832.44504,46.1,27409.15,11224.4], [713.32299,710.75882,707.42682,35.8,24887.111,5164.2], [2657.28891,2599.20299,2515.67859,92,94207.179,19066.4], [420.95033,418.22931,416.80631,25.6,13309.9,7020], [193.92636,193.84936,193.83836,10.9,6133,6139.5], [499.81565,493.73678,485.2468,20.9,13555.897,3412], [951.93942,939.58126,930.049,45.6,27245.608,7752.5], [309.88498,297.05055,295.69055,22.6,11929.038,3903.2], [411.87141,406.63838,389.29638,27.8,12197.085,3834.1], [45.53226,39.24379,55.34631667,7.5,1872.333333,564.3], [532.67282,524.78031,520.89851,24,18041.642,3902], [269.00374,266.96222,211.14422,20.3,7163.069,3515.4], [91.95276,88.77094,85.74583,7.7,1962.8,645.8], [120.60234,116.39872,113.85872,9.8,4227.003,1706.2], [362.98862,350.36495,318.70232,23.7,11615.383,5752.1]) # 计算VAR模型的系数 X = np.zeros((data.shape[0] - n_lags, n_lags * n_vars)) y = np.zeros((data.shape[0] - n_lags, n_vars)) for i in range(n_lags, data.shape[0]): X[i-n_lags, :] = data[i-n_lags:i, :].reshape(1, -1) y[i-n_lags, :] = data[i, :] coefficients = np.linalg.inv(X.T @ X) @ X.T @ y # 计算残差 residuals = y - X @ coefficients # 计算PVAR模型的紧贴矩阵 T = residuals[n_lags:, :] @ residuals[:-n_lags, :].T / (data.shape[0] - n_lags) # 计算PVAR模型的系数 u, s, vh = np.linalg.svd(T) S_inv = np.diag(np.sqrt(s[:n_vars])) @ np.linalg.inv(vh[:n_vars, :]) A = S_inv @ u[:, :n_vars].T @ residuals[n_lags:, :].T # 计算置信区间 t_value = np.abs(np.tinv(alpha/2, data.shape[0]-n_lags-n_vars)) se = np.sqrt((1/(data.shape[0]-n_lags-n_vars)) * (np.sum(residuals[n_lags:, :]**2) / (data.shape[0]-n_lags-n_vars-1))) conf_int = t_value * se print("PVAR模型的系数:\n", A) print("置信区间:[{:.4f}, {:.4f}]".format(A.mean() - conf_int, A.mean() + conf_int))这段代码有什么错误
05-22
这段代码有几个错误: 1.在定义数据的时候,应该用双方括号而不是单方括号,这样才能得到一个二维数组。 2.在计算残差的时候,应该用y - X @ coefficients,而不是y - coefficients @ X。 3.在计算置信区间的时候,应该使用样本标准差而不是总体标准差,所以分母应该是(data.shape[0]-n_lags-n_vars-1)而不是(data.shape[0]-n_lags-n_vars)。 下面是修改后的代码: ```python import numpy as np # 定义参数 n_lags = 31 # 滞后阶数 n_vars = 6 # 变量数量 alpha = 0.05 # 置信水平 # 准备数据 data = np.array([[820.95715,819.17877,801.60077,30,26164.9,11351.8], [265.5425,259.05476,257.48619,11.4,12525,4296.5], [696.9681,685.54114,663.32014,47.5,23790.484,8344.8], [4556.1091,440.58995,433.21995,24.6,12931.388,5575.4], [360.08693,353.75386,351.59186,26.9,11944.322,4523], [938.55919,922.25468,894.26468,35.3,27177.893,8287.4], [490.47837,477.35237,385.17474,24.5,14172.1,6650.4], [553.15463,452.35042,425.92277,32.9,16490.17,7795], [740.35759,721.68259,721.68259,15.5,26117.755,7511.7], [1581.99576,1579.50357,1571.23257,65.4,59386.7,15347.2], [1360.91636,1360.20825,1358.11425,66.4,57160.533,8080], [564.06146,560.91611,559.08711,35.2,22361.86,6165.4], [732.17283,727.25063,725.93863,29.7,22177.389,4393.2], [424.12777,424.10579,411.19979,21.6,14691.359,4695.6], [1439.38133,1437.85585,1436.67585,77.3,50123.672,15479], [961.92496,935.21589,931.28189,45.7,28073.9,11273.3], [881.92808,868.65804,832.44504,46.1,27409.15,11224.4], [713.32299,710.75882,707.42682,35.8,24887.111,5164.2], [2657.28891,2599.20299,2515.67859,92,94207.179,19066.4], [420.95033,418.22931,416.80631,25.6,13309.9,7020], [193.92636,193.84936,193.83836,10.9,6133,6139.5], [499.81565,493.73678,485.2468,20.9,13555.897,3412], [951.93942,939.58126,930.049,45.6,27245.608,7752.5], [309.88498,297.05055,295.69055,22.6,11929.038,3903.2], [411.87141,406.63838,389.29638,27.8,12197.085,3834.1], [45.53226,39.24379,55.34631667,7.5,1872.333333,564.3], [532.67282,524.78031,520.89851,24,18041.642,3902], [269.00374,266.96222,211.14422,20.3,7163.069,3515.4], [91.95276,88.77094,85.74583,7.7,1962.8,645.8], [120.60234,116.39872,113.85872,9.8,4227.003,1706.2], [362.98862,350.36495,318.70232,23.7,11615.383,5752.1]]) # 计算VAR模型的系数 X = np.zeros((data.shape[0] - n_lags, n_lags * n_vars)) y = np.zeros((data.shape[0] - n_lags, n_vars)) for i in range(n_lags, data.shape[0]): X[i-n_lags, :] = data[i-n_lags:i, :].reshape(1, -1) y[i-n_lags, :] = data[i, :] coefficients = np.linalg.inv(X.T @ X) @ X.T @ y # 计算残差 residuals = y - X @ coefficients # 计算PVAR模型的紧贴矩阵 T = residuals[n_lags:, :] @ residuals[:-n_lags, :].T / (data.shape[0] - n_lags) # 计算PVAR模型的系数 u, s, vh = np.linalg.svd(T) S_inv = np.diag(np.sqrt(s[:n_vars])) @ np.linalg.inv(vh[:n_vars, :]) A = S_inv @ u[:, :n_vars].T @ residuals[n_lags:, :].T # 计算置信区间 t_value = np.abs(np.tinv(alpha/2, data.shape[0]-n_lags-n_vars-1)) se = np.sqrt((1/(data.shape[0]-n_lags-n_vars-1)) * (np.sum(residuals[n_lags:, :]**2) / (data.shape[0]-n_lags-n_vars-1))) conf_int = t_value * se print("PVAR模型的系数:\n", A) print("置信区间:[{:.4f}, {:.4f}]".format(A.mean() - conf_int, A.mean() + conf_int)) ```
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