Coverage for src / cvx / risk / random / __init__.py: 100%

1"""Random data generation utilities for testing and simulation. 

2 

3This subpackage provides functions for generating random data useful for 

4testing portfolio optimization algorithms. 

5 

6Example: 

7 >>> import numpy as np 

8 >>> from cvx.risk.random import rand_cov 

9 >>> # Generate a random 5x5 covariance matrix 

10 >>> cov = rand_cov(5, seed=42) 

11 >>> cov.shape 

12 (5, 5) 

13 >>> # Verify positive semi-definite 

14 >>> bool(np.all(np.linalg.eigvals(cov) >= -1e-10)) 

15 True 

16 

17Functions: 

18 rand_cov: Generate a random positive semi-definite covariance matrix 

19 

20""" 

21 

22# Copyright 2023 Stanford University Convex Optimization Group 

23# 

24# Licensed under the Apache License, Version 2.0 (the "License"); 

25# you may not use this file except in compliance with the License. 

26# You may obtain a copy of the License at 

27# 

28# http://www.apache.org/licenses/LICENSE-2.0 

29# 

30# Unless required by applicable law or agreed to in writing, software 

31# distributed under the License is distributed on an "AS IS" BASIS, 

32# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 

33# See the License for the specific language governing permissions and 

34# limitations under the License. 

35import importlib.metadata 

36 

37from .rand_cov import rand_cov as rand_cov # noqa: F401 

38 

39__version__ = importlib.metadata.version("cvxrisk")