diff --git a/universal/algos/anticor.py b/universal/algos/anticor.py index 7ce5343..a42bff5 100644 --- a/universal/algos/anticor.py +++ b/universal/algos/anticor.py @@ -68,10 +68,11 @@ def weights(self, X): claim[i, j] += abs(M[j, j]) # calculate transfer + claim = np.nan_to_num(claim) #correlation can be nan transfer = claim * 0.0 for i in range(m): total_claim = sum(claim[i, :]) - if total_claim != 0: + if total_claim != 0 and not np.isnan(total_claim).any(): #transfer should never be nan transfer[i, :] = weights[t, i] * claim[i, :] / total_claim # update weights