update version

Author: gusamarante

empfin/factor_models.py

@@ -945,12 +945,12 @@ def _run_unconditional_gibbs(self):
             ups_bar = ups.mean(axis=1).reshape(-1, 1)
             Sigma_ups = invwishart.rvs(
                 df=self.t - 1,
-                scale=ups @ ups.T - self.t * ups_bar @ ups_bar.T,
+                scale=nearest_psd(ups @ ups.T - self.t * ups_bar @ ups_bar.T),
             )
 
             mu_ups = multivariate_normal.rvs(
                 mean=ups_bar.reshape(-1),
-                cov=(1 / self.t) * Sigma_ups,
+                cov=nearest_psd((1 / self.t) * Sigma_ups),
             ).reshape(-1, 1)
 
             # ----- STEP 4 -----

examples/msb_replication.ipynb

@@ -7,7 +7,7 @@
 with codecs.open(os.path.join(here, "README.md"), encoding="utf-8") as fh:
     long_description = "\n" + fh.read()
 
-VERSION = '1.7'
+VERSION = '1.8'
 DESCRIPTION = 'Empirical Finance Tools'
 
 # Setting up