Comments (1)
Hi, the example is out of date relative to the code at this point. I've updated things so that its up to date. One thing to note, the new version renames the main class 'InstrumentedPCA' instead of 'IPCARegressor', but otherwise should be similar. The PyPI version has been updated so if you reinstall from there things should work.
Let me know if there are still issues.
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Related Issues (18)
- Bootstrap Runtime HOT 4
- Further Changes Roadmap HOT 4
- Orthogonalization in Case with Pre-Specified Factors
- Wald Beta calculation error: diag requires an array of at least two dimensions HOT 1
- UnboundLocalError: local variable 'L' referenced before assignment HOT 1
- Bootstrapping: the unit variance of Student t (dof=5)
- LinAlgError: Matrix is singular to machine precision. HOT 4
- predictOOS when mean_factor=False HOT 3
- Fitting with only PSF and intercept: redundant factor output
- How could we verify the solution of IPCA is correct or not? HOT 8
- Small Typo in the Line 1082
- Testing the Gamma assumption
- Matrix is singular to machine precision.
- Matrix calculation accelerations on GPU
- solution not converging
- Problem with data_type='portfolio' in predict function
- Not converging solution and LinalgError: Matrix is singular to machine precision
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