dcajasn/Riskfolio-Lib

No module named 'scipy.sparse.linalg.eigen.arpack'; 'scipy.sparse.linalg.eigen' is not a package

YannickKae opened this issue · 2 comments

When I try to load your library, I get the following error message. Has Scipy changed anything recently or is the fault with me?

---------------------------------------------------------------------------
ModuleNotFoundError                       Traceback (most recent call last)
~\AppData\Local\Temp\ipykernel_12036\3421158058.py in <module>
      3 import yfinance as yf
      4 import warnings
----> 5 import riskfolio as rp
      6 import mosek

~\anaconda3\lib\site-packages\riskfolio\__init__.py in <module>
      7 """
      8 
----> 9 from riskfolio.src import *
     10 from riskfolio.external import *
     11 

~\anaconda3\lib\site-packages\riskfolio\src\__init__.py in <module>
      7 """
      8 
----> 9 from .Portfolio import *
     10 from .HCPortfolio import *
     11 from .PlotFunctions import *

~\anaconda3\lib\site-packages\riskfolio\src\Portfolio.py in <module>
      9 import numpy as np
     10 import pandas as pd
---> 11 import cvxpy as cp
     12 import scipy.stats as st
     13 from scipy.linalg import sqrtm

~\anaconda3\lib\site-packages\cvxpy\__init__.py in <module>
     16 
     17 __version__ = "1.1.13"
---> 18 from cvxpy.atoms import *
     19 from cvxpy.constraints import NonPos, Zero, SOC, PSD
     20 from cvxpy.expressions.expression import Expression

~\anaconda3\lib\site-packages\cvxpy\atoms\__init__.py in <module>
     15 """
     16 
---> 17 from cvxpy.atoms.cummax import cummax
     18 from cvxpy.atoms.dist_ratio import dist_ratio
     19 from cvxpy.atoms.eye_minus_inv import eye_minus_inv, resolvent

~\anaconda3\lib\site-packages\cvxpy\atoms\cummax.py in <module>
     15 """
     16 
---> 17 from cvxpy.atoms.atom import Atom
     18 from cvxpy.atoms.axis_atom import AxisAtom
     19 import numpy as np

~\anaconda3\lib\site-packages\cvxpy\atoms\atom.py in <module>
     20 from cvxpy import utilities as u
     21 from cvxpy.expressions import cvxtypes
---> 22 from cvxpy.expressions.constants import Constant
     23 from cvxpy.expressions.expression import Expression
     24 from cvxpy.utilities import performance_utils as perf

~\anaconda3\lib\site-packages\cvxpy\expressions\constants\__init__.py in <module>
     15 """
     16 
---> 17 from .constant import Constant
     18 from .callback_param import CallbackParam
     19 from .parameter import Parameter

~\anaconda3\lib\site-packages\cvxpy\expressions\constants\constant.py in <module>
     25 from cvxpy.utilities import performance_utils as perf
     26 from scipy.sparse.linalg import eigsh
---> 27 from scipy.sparse.linalg.eigen.arpack.arpack import ArpackError
     28 
     29 

ModuleNotFoundError: No module named 'scipy.sparse.linalg.eigen.arpack'; 'scipy.sparse.linalg.eigen' is not a package

Hi @YannickKae,

It seems this is a cvxpy issue. Try loading cvxpy.

Best,
Dany

Strangely enough, it worked again when I restarted my computer.

Thanks for your quick reply yesterday. You can close.