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Update cla.py
1 parent 86b4aba commit c19105d

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pypfopt/cla.py

Lines changed: 3 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -168,7 +168,9 @@ def _compute_lambda(self, covarF_inv, covarFB, meanF, wB, i, bi):
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# 3) Lambda
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if wB is None:
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# All free assets
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return float((c4[i] - c1 * bi) / c), bi
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res = (c4[i] - c1 * bi) / c
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res = float(res[0, 0])
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return res, bi
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else:
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onesB = np.ones(wB.shape)
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l1 = np.dot(onesB.T, wB)

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