BUG: handle small numerical error creating negative micro weights

jeffgortmaker · Apr 22, 2022 · 6b07292 · 6b07292
1 parent 73568be
commit 6b07292
Showing 1 changed file with 3 additions and 0 deletions.
diff --git a/pyblp/markets/market.py b/pyblp/markets/market.py
@@ -1385,6 +1385,9 @@ def compute_micro_dataset_contributions(
                     assert eliminated_outside_probabilities is not None
                     dataset_weights[:, -self.J:, 0] *= eliminated_outside_probabilities.T
 
+            # truncate numerical errors from below by zero
+            dataset_weights[dataset_weights < 0] = 0
+
             weights_mapping[dataset] = dataset_weights
 
             if compute_jacobians: