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Bug #3
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Do you have any sample data/code to replicate this problem? |
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Traceback (most recent call last):
File "jtest.py", line 751, in
day_trade(config.mode, start_date, end_date, tend_date, ttime, myporset)
File "jtest.py", line 663, in day_trade
test(ts, start_date, end_date, tend_date, por, mode)
File "jtest.py", line 200, in test
chowarr = chow(lastnarr, len(lastnarr2))
File "jtest.py", line 398, in chow
p = chow_test.p_value(y1, x1, y2, x2)
File "C:\Users\Dr.Tekgeçer\AppData\Local\Programs\Python\Python36\lib\site-packages\chow_test_init_.py", line 41, in p_value
F = f_value(y1, x1, y2, x2, **kwargs)
File "C:\Users\Dr.Tekgeçer\AppData\Local\Programs\Python\Python36\lib\site-packages\chow_test_init_.py", line 31, in f_value
rss_total, n_total = find_rss(np.append(y1, y2), np.append(x1, x2))
File "C:\Users\Dr.Tekgeçer\AppData\Local\Programs\Python\Python36\lib\site-packages\chow_test_init_.py", line 26, in find_rss
rss = np.linalg.lstsq(A, y, rcond=None)[1]
File "<array_function internals>", line 6, in lstsq
File "C:\Users\Dr.Tekgeçer\AppData\Local\Programs\Python\Python36\lib\site-packages\numpy\linalg\linalg.py", line 2259, in lstsq
x, resids, rank, s = gufunc(a, b, rcond, signature=signature, extobj=extobj)
File "C:\Users\Dr.Tekgeçer\AppData\Local\Programs\Python\Python36\lib\site-packages\numpy\linalg\linalg.py", line 109, in _raise_linalgerror_lstsq
raise LinAlgError("SVD did not converge in Linear Least Squares")
numpy.linalg.LinAlgError: SVD did not converge in Linear Least Squares
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