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Re: Covariance

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#2011
stan
Member

Thank you so much! But when I run my program, the result turns to be:
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11]
[1,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[2,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[3,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[4,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[5,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[6,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[7,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[8,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[9,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[10,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[11,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,

here is my debug feedback:

init:
Deleting: D:algoquant.0.0.1algoquantbuildbuilt-jar.properties
deps-jar:
Updating property file: D:algoquant.0.0.1algoquantbuildbuilt-jar.properties
Deleting: D:algoquant.0.0.1algoquantnull1116166780
Compiling 1 source file to D:algoquant.0.0.1algoquantbuildclasses
compile-single:
17:07:44.825 [main] INFO  dataforCovarianceMatrix.YahooAAPL,38 – reading Yahoo! data from ./log/Yahoo/VFINX.csv.zip
17:07:44.841 [main] DEBUG c.n.nmutil.csvzip.ReadCsvZipFile,57 – reading: .logYahooVFINX.csv.zip/VFINX.csv.zip
17:07:45.423 [main] INFO  dataforCovarianceMatrix.YahooAAPL,58 – reading Yahoo! data from the Internet
17:07:46.482 [main] INFO  c.n.nmutil.csvzip.WriteCsvZipFile,27 – writing ./log/Yahoo/VFINX.csv.zip
17:07:46.487 [main] INFO  d.WriteYahooAAPLCsvZipFile,50 – writing csv.zip file ./log/Yahoo
17:07:46.951 [main] INFO  d.WriteYahooAAPLCsvZipFile,70 – finished writing
17:07:46.958 [main] INFO  dataforCovarianceMatrix.YahooAIB,38 – reading Yahoo! data from ./log/Yahoo/VFINX.csv.zip
17:07:46.962 [main] DEBUG c.n.nmutil.csvzip.ReadCsvZipFile,57 – reading: .logYahooVFINX.csv.zip/VFINX.csv.zip
17:07:47.287 [main] INFO  dataforCovarianceMatrix.YahooAIB,58 – reading Yahoo! data from the Internet
17:07:48.163 [main] INFO  c.n.nmutil.csvzip.WriteCsvZipFile,27 – writing ./log/Yahoo/VFINX.csv.zip
17:07:48.165 [main] INFO  d.WriteYahooAIBCsvZipFile,50 – writing csv.zip file ./log/Yahoo
17:07:48.439 [main] INFO  d.WriteYahooAIBCsvZipFile,70 – finished writing
17:07:48.444 [main] INFO  dataforCovarianceMatrix.YahooAIG,38 – reading Yahoo! data from ./log/Yahoo/VFINX.csv.zip
17:07:48.448 [main] DEBUG c.n.nmutil.csvzip.ReadCsvZipFile,57 – reading: .logYahooVFINX.csv.zip/VFINX.csv.zip
17:07:48.695 [main] INFO  dataforCovarianceMatrix.YahooAIG,58 – reading Yahoo! data from the Internet
17:07:49.764 [main] INFO  c.n.nmutil.csvzip.WriteCsvZipFile,27 – writing ./log/Yahoo/VFINX.csv.zip
17:07:49.766 [main] INFO  d.WriteYahooAIGCsvZipFile,50 – writing csv.zip file ./log/Yahoo
17:07:50.193 [main] INFO  d.WriteYahooAIGCsvZipFile,70 – finished writing
17:07:50.199 [main] INFO  dataforCovarianceMatrix.YahooCSCO,38 – reading Yahoo! data from ./log/Yahoo/VFINX.csv.zip
17:07:50.203 [main] DEBUG c.n.nmutil.csvzip.ReadCsvZipFile,57 – reading: .logYahooVFINX.csv.zip/VFINX.csv.zip
17:07:50.510 [main] INFO  dataforCovarianceMatrix.YahooCSCO,58 – reading Yahoo! data from the Internet
17:07:51.574 [main] INFO  c.n.nmutil.csvzip.WriteCsvZipFile,27 – writing ./log/Yahoo/VFINX.csv.zip
17:07:51.577 [main] INFO  d.WriteYahooCSCOCsvZipFile,50 – writing csv.zip file ./log/Yahoo
17:07:51.931 [main] INFO  d.WriteYahooCSCOCsvZipFile,70 – finished writing
17:07:51.937 [main] INFO  dataforCovarianceMatrix.YahooGE,38 – reading Yahoo! data from ./log/Yahoo/VFINX.csv.zip
17:07:51.942 [main] DEBUG c.n.nmutil.csvzip.ReadCsvZipFile,57 – reading: .logYahooVFINX.csv.zip/VFINX.csv.zip
17:07:52.200 [main] INFO  dataforCovarianceMatrix.YahooGE,58 – reading Yahoo! data from the Internet
17:07:54.105 [main] INFO  c.n.nmutil.csvzip.WriteCsvZipFile,27 – writing ./log/Yahoo/VFINX.csv.zip
17:07:54.107 [main] INFO  d.WriteYahooGECsvZipFile,50 – writing csv.zip file ./log/Yahoo
17:07:54.885 [main] INFO  d.WriteYahooGECsvZipFile,70 – finished writing
17:07:54.891 [main] INFO  dataforCovarianceMatrix.YahooJPM,38 – reading Yahoo! data from ./log/Yahoo/VFINX.csv.zip
17:07:54.895 [main] DEBUG c.n.nmutil.csvzip.ReadCsvZipFile,57 – reading: .logYahooVFINX.csv.zip/VFINX.csv.zip
17:07:55.461 [main] INFO  dataforCovarianceMatrix.YahooJPM,58 – reading Yahoo! data from the Internet
17:07:57.072 [main] INFO  c.n.nmutil.csvzip.WriteCsvZipFile,27 – writing ./log/Yahoo/VFINX.csv.zip
17:07:57.074 [main] INFO  d.WriteYahooJPMCsvZipFile,50 – writing csv.zip file ./log/Yahoo
17:07:57.485 [main] INFO  d.WriteYahooJPMCsvZipFile,70 – finished writing
17:07:57.491 [main] INFO  dataforCovarianceMatrix.YahooMGM,38 – reading Yahoo! data from ./log/Yahoo/VFINX.csv.zip
17:07:57.495 [main] DEBUG c.n.nmutil.csvzip.ReadCsvZipFile,57 – reading: .logYahooVFINX.csv.zip/VFINX.csv.zip
17:07:57.829 [main] INFO  dataforCovarianceMatrix.YahooMGM,58 – reading Yahoo! data from the Internet
17:07:58.688 [main] INFO  c.n.nmutil.csvzip.WriteCsvZipFile,27 – writing ./log/Yahoo/VFINX.csv.zip
17:07:58.691 [main] INFO  d.WriteYahooMGMCsvZipFile,50 – writing csv.zip file ./log/Yahoo
17:07:59.005 [main] INFO  d.WriteYahooMGMCsvZipFile,70 – finished writing
17:07:59.011 [main] INFO  dataforCovarianceMatrix.YahooMU,38 – reading Yahoo! data from ./log/Yahoo/VFINX.csv.zip
17:07:59.016 [main] DEBUG c.n.nmutil.csvzip.ReadCsvZipFile,57 – reading: .logYahooVFINX.csv.zip/VFINX.csv.zip
17:07:59.302 [main] INFO  dataforCovarianceMatrix.YahooMU,58 – reading Yahoo! data from the Internet
17:08:00.180 [main] INFO  c.n.nmutil.csvzip.WriteCsvZipFile,27 – writing ./log/Yahoo/VFINX.csv.zip
17:08:00.182 [main] INFO  d.WriteYahooMUCsvZipFile,50 – writing csv.zip file ./log/Yahoo
17:08:00.495 [main] INFO  d.WriteYahooMUCsvZipFile,70 – finished writing
17:08:00.501 [main] INFO  dataforCovarianceMatrix.YahooHD,38 – reading Yahoo! data from ./log/Yahoo/VFINX.csv.zip
17:08:00.505 [main] DEBUG c.n.nmutil.csvzip.ReadCsvZipFile,57 – reading: .logYahooVFINX.csv.zip/VFINX.csv.zip
17:08:00.771 [main] INFO  dataforCovarianceMatrix.YahooHD,58 – reading Yahoo! data from the Internet
17:08:01.818 [main] INFO  c.n.nmutil.csvzip.WriteCsvZipFile,27 – writing ./log/Yahoo/VFINX.csv.zip
17:08:01.820 [main] INFO  d.WriteYahooHDCsvZipFile,50 – writing csv.zip file ./log/Yahoo
17:08:02.222 [main] INFO  d.WriteYahooHDCsvZipFile,70 – finished writing
17:08:02.228 [main] INFO  dataforCovarianceMatrix.YahooWDC,38 – reading Yahoo! data from ./log/Yahoo/VFINX.csv.zip
17:08:02.233 [main] DEBUG c.n.nmutil.csvzip.ReadCsvZipFile,57 – reading: .logYahooVFINX.csv.zip/VFINX.csv.zip
17:08:02.575 [main] INFO  dataforCovarianceMatrix.YahooWDC,58 – reading Yahoo! data from the Internet
17:08:03.497 [main] INFO  c.n.nmutil.csvzip.WriteCsvZipFile,27 – writing ./log/Yahoo/VFINX.csv.zip
17:08:03.499 [main] INFO  d.WriteYahooWDCCsvZipFile,50 – writing csv.zip file ./log/Yahoo
17:08:03.882 [main] INFO  d.WriteYahooWDCCsvZipFile,70 – finished writing
17:08:03.889 [main] INFO  dataforCovarianceMatrix.YahooXOM,38 – reading Yahoo! data from ./log/Yahoo/VFINX.csv.zip
17:08:03.893 [main] DEBUG c.n.nmutil.csvzip.ReadCsvZipFile,57 – reading: .logYahooVFINX.csv.zip/VFINX.csv.zip
17:08:04.181 [main] INFO  dataforCovarianceMatrix.YahooXOM,58 – reading Yahoo! data from the Internet
17:08:05.645 [main] INFO  c.n.nmutil.csvzip.WriteCsvZipFile,27 – writing ./log/Yahoo/VFINX.csv.zip
17:08:05.647 [main] INFO  d.WriteYahooXOMCsvZipFile,50 – writing csv.zip file ./log/Yahoo
17:08:06.381 [main] INFO  d.WriteYahooXOMCsvZipFile,70 – finished writing
11×11
        [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11]
[1,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[2,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[3,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[4,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[5,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[6,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[7,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[8,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[9,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[10,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
[11,] NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
debug-single:

Could you please help me to figure why all the entries are NaNs?
Many Thanks!