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Anticor Bug fix for undefined correlation #111

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Anticor Bug fix for undefined correlation #111

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3 changes: 2 additions & 1 deletion universal/algos/anticor.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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
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