Issues

• InstrumentedPCA.fit() prints repetitive logs, specifically in _build_portfolio method

  bkelly-lab/ipca#28 · Filter by author TheephopWS opened on Feb 14, 2026

• Problem with data_type='portfolio' in predict function

  bkelly-lab/ipca#25 · Filter by author MocaStreet opened on Jan 2, 2024

• solution not converging

  bkelly-lab/ipca#24 · Filter by author zhenghannan opened on Jul 10, 2023

• Matrix calculation accelerations on GPU

  bkelly-lab/ipca#23 · Filter by author athanszheyin opened on Jun 9, 2023

• Matrix is singular to machine precision.

  bkelly-lab/ipca#22 · Filter by author weepo-bean opened on Sep 12, 2022

• Testing the Gamma assumption

  bkelly-lab/ipca#19 · Filter by author SWels310 opened on Jul 22, 2022

• Small Typo in the Line 1082

  bkelly-lab/ipca#18 · Filter by author KendrickQ opened on Jun 14, 2022

• Fitting with only PSF and intercept: redundant factor output

  bkelly-lab/ipca#16 · Filter by author du-dnguyen opened on May 4, 2022

• predictOOS when mean_factor=False

  enhancementgood first issue
  bkelly-lab/ipca#15 · Filter by author PhilippHoefler opened on Feb 15, 2022
  3

• Bootstrapping: the unit variance of Student t (dof=5)

  bkelly-lab/ipca#13 · Filter by author tfchen731 opened on Sep 25, 2021