From 4a0fd1627738f5ccc4cac4c6581a4b863d0dc507 Mon Sep 17 00:00:00 2001 From: Freddie Wu Date: Tue, 21 Mar 2023 15:25:33 +0800 Subject: [PATCH] fix errors in quantQ_ta.q and quantQ_covarianceShocks.q --- lib/quantQ_covarianceShocks.q | 2 +- lib/quantQ_ta.q | 3 +-- 2 files changed, 2 insertions(+), 3 deletions(-) diff --git a/lib/quantQ_covarianceShocks.q b/lib/quantQ_covarianceShocks.q index 13e395d..a8ac7a0 100644 --- a/lib/quantQ_covarianceShocks.q +++ b/lib/quantQ_covarianceShocks.q @@ -51,7 +51,7 @@ // overlap array overlapArray: sums z*z:firstFleetingMode mmu flip Omat; // output - :eigenvalues`lambdaMax`lambdaMaxNCor`overlap`inSampleVecs`fleetingVecs)!(eigensystem[`eigenvalues];thresholds[`lamMax];thresholds[`blur];overlapArray;Omat;fleetingModes); + :(`eigenvalues`lambdaMax`lambdaMaxNCor`overlap`inSampleVecs`fleetingVecs)!(eigensystem[`eigenvalues];thresholds[`lamMax];thresholds[`blur];overlapArray;Omat;fleetingModes); }; // wrapper to compare empirical cov matrix step by step diff --git a/lib/quantQ_ta.q b/lib/quantQ_ta.q index 688e297..bc8bd65 100644 --- a/lib/quantQ_ta.q +++ b/lib/quantQ_ta.q @@ -214,8 +214,7 @@ params:(enlist[`memory]!enlist[20]),params; // temp function f:{max[(x;y;z)]}; - :![tab;();0b;enlist[`$ string[inp[3]],"ATR",string[params[`memory]]]! -enlist[(mavg;params[`memory];(f;(-;inp[1];inp[2]);(abs;(-;inp[1];inp[3]));(abs;(-;inp[2];inp[3]))))]]; + :![tab;();0b;enlist[`$ string[inp[3]],"ATR",string[params[`memory]]]!enlist[(mavg;params[`memory];(f;(-;inp[1];inp[2]);(abs;(-;inp[1];inp[3]));(abs;(-;inp[2];inp[3]))))]]; };