[ojAlgo-user] Minimum Size of CalendarDateSeries when building covariance matrix

[Vincent de C. C. <dec...@ya...>]

Hey Anders,
I was running some simulations and one of my covariance matrices was returning NaN everywhere.I was able to trace the issue back to one of my entries, which only has 2 elements in its CalendarDateSeries (compared to an average of 10 for all the other elements in the collection).When I add that calendarDateSeries to the collection that serves as parameter of the makeCovarianceMatrix in the FinanceUtils class, I get a covariance matrix that's made up of NaNs.
Is there a constraint on the size of each CalendarDateSeries that make up the timeSeriesCollection?I'm using ojAlgo-40.0.4, although I was able to replicate the issue on version 42.0.0 of the jar.
Thanks,Vince