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There are some parts that do not work due to typos or name errors when the module is executed as a script.
ch3_metrics.py: from l38
- def mutualInfor(x,y, norm=False): + def mutualInfo(x,y, norm=False): #mutual information bXY = numBins(x.shape[0], corr = np.corrcoef(x,y)[0,1]) cXY = np.histogram2d(x,y, bXY)[0] iXY = mutual_info_score(None, None, contingency=cXY) if norm: - hX = ss.entropy(np.histogram(x, bins)[0]) #marginal - hY = ss.entropy(np.histogram(y, bins)[0]) #marginal + hX = ss.entropy(np.histogram(x, bXY)[0]) #marginal + hY = ss.entropy(np.histogram(y, bXY)[0]) #marginal iXY /= min(hX, hY) #normalized mutual information
ch7_portfolio_construction.py: from l120
# code snippet 7.4 - intracluster optimal allocations # step 2. compute intracluster allocations using the denoised cov matrix wIntra = pd.DataFrame(0, index=cov0.index, columns=clstrs.keys()) for i in clstrs: - wIntra.loc[clstrs[i], i] = minVarPort(cov1.loc[clstrs[i], clstrs[i]]).flatten() + wIntra.loc[clstrs[i], i] = minVarPort(corr1.loc[clstrs[i], clstrs[i]]).flatten()
The text was updated successfully, but these errors were encountered:
Successfully merging a pull request may close this issue.
There are some parts that do not work due to typos or name errors when the module is executed as a script.
ch3_metrics.py: from l38
ch7_portfolio_construction.py: from l120
The text was updated successfully, but these errors were encountered: