skfolio.utils.stats.rand_weights#
- skfolio.utils.stats.rand_weights(n, zeros=0, seed=None)[source]#
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.