From 2196d086442b9321f923308d8a573cb0de5f00ce Mon Sep 17 00:00:00 2001
From: Kaiwen Shen 1F8 <33817547+10315619@users.noreply.github.com>
Date: Mon, 15 Aug 2022 02:27:21 +0100
Subject: [PATCH] Update ipca.py

strangely my script is getting
ValueError: could not broadcast input array from shape (52,1) into shape (52,)
error, reason unknown but this is a hot fix.
numpy version =='1.21.6'
---
 ipca/ipca.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/ipca/ipca.py b/ipca/ipca.py
index 15bbee2..ad95339 100644
--- a/ipca/ipca.py
+++ b/ipca/ipca.py
@@ -1429,7 +1429,7 @@ def _build_portfolio(X, y, indices, metad):
         for t in range(T):
             ixt = (indices[:, 1] == t)
             val_obs[t] = np.sum(ixt)
-            Q[:, t] = X[ixt, :].T.dot(y[ixt])/val_obs[t]
+            Q[:, t] = (X[ixt, :].T.dot(y[ixt])/val_obs[t]).shape(-1,)
             W[:, :, t] = X[ixt, :].T.dot(X[ixt, :])/val_obs[t]
             bar.update(t)