pyvallocation.utils.validation module

pyvallocation.utils.validation.check_non_negativity(array: numpy.ndarray, tolerance: float = -1e-09) → bool

Check if all elements in the array are non-negative within a tolerance.

pyvallocation.utils.validation.check_weights_sum_to_one(weights: numpy.ndarray, tolerance: float = 1e-06) → bool

Check if weights sum approximately to one within a tolerance.

pyvallocation.utils.validation.ensure_psd_matrix(matrix: numpy.ndarray, jitter: float = 1e-08) → numpy.ndarray

Ensure a matrix is PSD by adding jitter to the diagonal if necessary.

pyvallocation.utils.validation.is_psd(matrix: numpy.ndarray, tolerance: float = 1e-08) → bool

Check if a matrix is positive semi-definite (PSD) within a tolerance.