code: def setup_auxiliary_weights(self):
          
          if self.fk.isAPF:
              self.logetat = self.fk.logeta(self.t - 1, self.X)
              self.aux = self.wgts.add(self.logetat)
          else:
              self.aux = self.wgts
docs: Compute auxiliary weights (for APF).