getWeights_FFD.py

# Function to get the ARFIMA weights
def getWeights_FFD(d, thres, lim):
    # Set w as a list and k as one
    w, k = [1.], 1
    ctr = 0
    while True:
        # Create the new weight value
        w_ = -w[-1] / k * (d - k + 1)
        # End the loop in case the threshold is breached
        if abs(w_) < thres:
            break
        # Append the new value of w
        w.append(w_)
        # Update k and ctr
        k += 1
        ctr += 1
        # End the loop in case it breaches the limit
        if ctr == lim - 1:
            break
    # Convert the w from list to a numpy array
    w = np.array(w[::-1]).reshape(-1, 1)
    
    return w