From 94a534217d61dad9ad08cb0a7e0a8cb41e27d609 Mon Sep 17 00:00:00 2001
From: James Phillips <zunzun@zunzun.com>
Date: Mon, 12 Sep 2016 09:39:10 +0000
Subject: [PATCH] Fitting target LNQREL internal ratio can be negative, used
 abs()

---
 IModel.py | 6 +-----
 1 file changed, 1 insertion(+), 5 deletions(-)

diff --git a/IModel.py b/IModel.py
index 7c42fd8..63d8d2a 100644
--- a/IModel.py
+++ b/IModel.py
@@ -1,7 +1,3 @@
-
-
-
-
 #    pyeq3 is a collection of equations expressed as Python classes
 #
 #    Copyright (C) 2013 James R. Phillips
@@ -492,7 +488,7 @@ def CalculateAllDataFittingTarget(self, inCoeffs):
             # see http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2635088
             if self.fittingTarget == "LNQREL":
                 
-                Q = self.modelPredictions / self.dataCache.allDataCacheDictionary['DependentData']
+                Q = numpy.abs(self.modelPredictions / self.dataCache.allDataCacheDictionary['DependentData'])
                 sumsqlogQ = numpy.sum(numpy.square(numpy.log(Q)))
                 val = sumsqlogQ
                 if numpy.isfinite(val):