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Implement Caballero et al. spectral factor model #1296
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There are a several options for making this more efficient: Horner's method, np.polyval, pre-calculating ama powers, expanding **3 and **4, adding coefficients before multiplying where applicable. Just thought I'd mention that since it came up in other places in the past. They would all reduce the much-appreciated code clarity to varying degrees, so I'll stop short of making a recommendation.
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I felt the same conflict between code clarity and efficiency. I settled in favor of clarity after seeing that this inefficient implementation is still plenty fast by my standards (computes ~10 million values in one second).
Still, it does offend the sensibilities to calculate
x**3
on one line andx**4
on the next :(