code: def _set_rho_grids(self):
          
          rho_grids = np.arange(self.rho_bins) * 2 / self.rho_bins - 1 \
              + 1 / self.rho_bins
          rho_weights = np.ones(self.rho_bins) / self.rho_bins
          return rho_grids, rho_weights
docs: Set the grids and weights for rho used in numerical integration
              of AR(1) parameters.