Closed koalive closed 3 years ago
Same issue if there are inf
in the data frame.
The way to handle these cases seem to depend a lot on why there are such values in the data. 9101e0c9d7fcad62365bb65cc212198f06852af5 adds some tests that will throw a more explicit AssertionError when this is the case, so that the user can decide what to do (e.g. using a MissingFilter
to remove entries with missing values).
I'm closing this issue for now but this could be re-opened if there a solution that would work in most cases and wouldn't mislead users in ignoring prior issues with their data.
The
decorrelate
function does not handle missing values properly (it seems all columns are counted as correlated to the first column being filled with missing values).