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Fix errors in quantQ_ta.q and quantQ_covarianceShocks.q #17

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Fix errors in quantQ_ta.q and quantQ_covarianceShocks.q #17

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2 changes: 1 addition & 1 deletion lib/quantQ_covarianceShocks.q
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Original file line number Diff line number Diff line change
Expand Up @@ -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
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3 changes: 1 addition & 2 deletions lib/quantQ_ta.q
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Expand Up @@ -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]))))]];
};


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