bkelly-lab/ipca

Issues

• Not converging solution and LinalgError: Matrix is singular to machine precision

  #26 opened 8 months ago by twparzi4
  0

• Problem with data_type='portfolio' in predict function

  #25 opened 10 months ago by MocaStreet
  0

• solution not converging

  #24 opened a year ago by zhenghannan
  0

• Matrix calculation accelerations on GPU

  #23 opened a year ago by athanszheyin
  0

• predictOOS when mean_factor=False

  #15 opened 3 years ago by PhilippHoefler
  3

• Matrix is singular to machine precision.

  #22 opened 2 years ago by weepo-bean
  0

• Testing the Gamma assumption

  #19 opened 2 years ago by SWels310
  0

• Small Typo in the Line 1082

  #18 opened 2 years ago by KendrickQ
  0

• How could we verify the solution of IPCA is correct or not?

  #17 opened 2 years ago by KendrickQ
  8

• Fitting with only PSF and intercept: redundant factor output

  #16 opened 3 years ago by du-dnguyen
  0

• LinAlgError: Matrix is singular to machine precision.

  #14 opened 3 years ago by KarelZe
  4

• Bootstrapping: the unit variance of Student t (dof=5)

  #13 opened 3 years ago by tfchen731
  0

• UnboundLocalError: local variable 'L' referenced before assignment

  #12 opened 3 years ago by Elitack
  1

• Wald Beta calculation error: diag requires an array of at least two dimensions

  #11 opened 4 years ago by Yizhang-Li
  1

• Bootstrap Runtime

  #1 opened 4 years ago by lbybee
  4

• Orthogonalization in Case with Pre-Specified Factors

  #8 opened 4 years ago by matbuechner
  0

• Pandas error in the example

  #7 opened 5 years ago by npezolano
  1

• Further Changes Roadmap

  #4 opened 5 years ago by lbybee
  4