Fitting target LNQREL internal ratio can be negative, used abs()

zunzun · Sep 12, 2016 · 735b17d · 735b17d
1 parent 36eeb2d
commit 735b17d
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/IModel.py b/IModel.py
@@ -492,7 +492,7 @@ def CalculateAllDataFittingTarget(self, inCoeffs):
             # see http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2635088
             if self.fittingTarget == "LNQREL":
 
-                Q = self.modelPredictions / self.dataCache.allDataCacheDictionary['DependentData']
+                Q = numpy.abs(self.modelPredictions / self.dataCache.allDataCacheDictionary['DependentData'])
                 sumsqlogQ = numpy.sum(numpy.square(numpy.log(Q)))
                 val = sumsqlogQ
                 if numpy.isfinite(val):