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fixing dimension mismatch after updates to numpy and scipy.stats
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bmeyers authored Oct 28, 2024
1 parent f94ae47 commit 08886a1
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion src/spcqe/quantiles.py
Original file line number Diff line number Diff line change
Expand Up @@ -166,7 +166,7 @@ def transform(self, X, y=None):
# for ix in range(new_quantiles.shape[0]):
# mats[ix] = self.x_expand(new_quantiles[ix], ix)
# the LHS of each matrix equation is the same and does not change over time
yy = stats.norm.ppf(self.quantiles)[np.newaxis, :]
yy = stats.norm.ppf(self.quantiles)
# solve vectorized matrix equations, T independent (q x q) set of equations
parameters = np.linalg.solve(mats, yy)
# apply the transform to the new data: this makes the PWL basis expansion for the new data (T x q)
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