skfolio.utils.stats.rand_weights#
- skfolio.utils.stats.rand_weights(n, zeros=0)[source]#
Produces n random weights that sum to one from an 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.
- Returns:
- weightsndarray of shape (n, )
The vector of weights.