diff --git a/src/spcqe/quantiles.py b/src/spcqe/quantiles.py index 41ae356..5c94358 100644 --- a/src/spcqe/quantiles.py +++ b/src/spcqe/quantiles.py @@ -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)