skfolio.utils.stats.rand_weights

skfolio.utils.stats.rand_weights(n, zeros=0, seed=None)

Produces n random weights that sum to one from a uniform distribution (non-uniform distribution over a simplex).

Parameters:

nint

Number of weights.

zerosint, default=0

The number of weights to randomly set to zeros.

seedint or None, default=None

Seed for reproducibility. If None, use an unseeded generator.

Returns:

weightsndarray of shape (n, )

The vector of weights.