0-saveguard not really necessary

bertiqwerty · Aug 28, 2023 · efba701 · efba701
1 parent bfb4915
commit efba701
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/src/compute.rs b/src/compute.rs
@@ -209,7 +209,7 @@ pub fn random_walk(
         let sigma = last_sigmas[sigma_window_size / 2].abs();
         let d = Normal::new(mu, sigma).map_err(to_blc)?;
         let monthly_factor = d.sample(&mut monthly_factor_rng);
-        res[i] = (res[i - 1] * monthly_factor).max(1e-4);
+        res[i] = res[i - 1] * monthly_factor;
 
         if !is_markovian && sigma - sigma_mean > 0.0 {
             let actual_total_return: f64 = (1..=i)