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fixed dictionary-key typo at lib/quantQ_covarianceShocks.q for initialization #19

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fixed dictionary-key typo at lib/quantQ_covarianceShocks.q for initialization #19

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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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