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Line 27: expected_return_vec = np.transpose(np.mat(self.data.mean()))
expected_return_vec = np.transpose(np.mat(self.data.mean()))
If your input data self.data is a matrix (np.ndarray) then self.data.mean() returns only a scalar. You may want to consider self.data.mean(axis=0).
self.data
self.data.mean()
self.data.mean(axis=0)
Also I suggest you to compare your calculated sample covariance matrix with the output by np.cov().
np.cov()
The text was updated successfully, but these errors were encountered:
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Line 27:
expected_return_vec = np.transpose(np.mat(self.data.mean()))If your input data
self.datais a matrix (np.ndarray) thenself.data.mean()returns only a scalar.You may want to consider
self.data.mean(axis=0).Also I suggest you to compare your calculated sample covariance matrix with the output by
np.cov().The text was updated successfully, but these errors were encountered: