Update base.py

bashtage · Oct 10, 2014 · b4798c9 · b4798c9
1 parent fd1fe09
commit b4798c9
Showing 1 changed file with 4 additions and 3 deletions.
diff --git a/arch/bootstrap/base.py b/arch/bootstrap/base.py
@@ -361,11 +361,12 @@ def conf_int(self, func, reps=1000, method='cov', size=0.95, tail='two',
                 b = stats.norm.ppf(p)
                 b = b[:, None]
                 if method == 'bca':
+                    # TODO : Check dimensions of a
                     nobs = self._num_items
                     jk_params = leave_one_out_jackknife(func, nobs, *self._args, **self._kwargs)
-                    U = (nobs - 1) * jk_params - base
-                    numer = np.sum(U ** 3)
-                    denom = 6 * (np.sum(U ** 2) ** (3.0 / 2.0))
+                    u = (nobs - 1) * jk_params - base
+                    numer = np.sum(u ** 3, 1)
+                    denom = 6 * (np.sum(u ** 2, 1) ** (3.0 / 2.0))
                     if denom < (np.abs(numer) * np.finfo(np.float64).eps):
                         message = 'Jackknife variance estimate {jk_var} is ' \
                                   'too small to use BCa'