DOC: cleared up confusing regression terminology

quantopian · Jun 11, 2018 · b8a0557 · b8a0557
1 parent 7c77d88
commit b8a0557
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/pyfolio/timeseries.py b/pyfolio/timeseries.py
@@ -551,7 +551,7 @@ def rolling_regression(returns, factor_returns,
                        rolling_window=APPROX_BDAYS_PER_MONTH * 6,
                        nan_threshold=0.1):
     """
-    Computes rolling single factor betas using a multivariate linear regression
+    Computes rolling factor betas using a multivariate linear regression
     (separate linear regressions is problematic because the factors may be
     confounded).