skfolio.utils.stats.symmetric_step_up_matrix#

skfolio.utils.stats.symmetric_step_up_matrix(n1, n2)[source]#

Compute the Symmetric step-up matrix M such that M @ np.ones(n2) = np.ones(n1).

Parameters:
n1int

First dimension.

n2int

Second dimension.

Returns:
mndarray of shape (n1, n2)

The Symmetric step-up matrix.