Tschm patch 1 (#23)

* Update test_sample.py * check error is raised * notebooks simplified
cvxgrp · Jun 14, 2023 · 7d63714 · 7d63714
1 parent 1b0edb0
commit 7d63714
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diff --git a/book/docs/notebooks/factormodel.ipynb b/book/docs/notebooks/factormodel.ipynb
@@ -30,9 +30,9 @@
     "import cvxpy as cvx\n",
     "\n",
     "from cvx.risk.factor.linalg.pca import pca as principal_components\n",
-    "from cvx.risk.factor.timeseries import TimeseriesFactorRiskModel\n",
-    "from cvx.risk.factor.fundamental import FundamentalFactorRiskModel\n",
-    "from cvx.risk.sample.sample import SampleCovariance_Product, SampleCovariance"
+    "from cvx.risk.factor import TimeseriesFactorRiskModel\n",
+    "from cvx.risk.factor import FundamentalFactorRiskModel\n",
+    "from cvx.risk.sample import SampleCovariance_Product, SampleCovariance"
    ]
   },
   {

diff --git a/book/docs/notebooks/large.ipynb b/book/docs/notebooks/large.ipynb
@@ -23,7 +23,7 @@
     "import numpy as np\n",
     "import cvxpy as cvx\n",
     "\n",
-    "from cvx.risk.factor.timeseries import TimeseriesFactorRiskModel\n",
+    "from cvx.risk.factor import TimeseriesFactorRiskModel\n",
     "from util.random import random_factors, random_beta, random_noise, random_assets"
    ]
   },