def __new__(cls,
base_factor,
target,
correlation_length,
mask=NotSpecified):
if target.ndim == 2 and base_factor.mask is not target.mask:
raise IncompatibleTerms(term_1=base_factor, term_2=target)
return super(_RollingCorrelation, cls).__new__(
cls,
inputs=[base_factor, target],
window_length=correlation_length,
mask=mask,
)
def __new__(cls,
dependent,
independent,
regression_length,
mask=NotSpecified):
if independent.ndim == 2 and dependent.mask is not independent.mask:
raise IncompatibleTerms(term_1=dependent, term_2=independent)
return super(RollingLinearRegression, cls).__new__(
cls,
inputs=[dependent, independent],
window_length=regression_length,
mask=mask,
)