Running with missing=True gives error

[HansikaPH]

When I try to run the rolling_validate() with missing=True, it gives me the following error

Can you help me figure it out?

[AbdullahO]

I am having the same issue. The sp.std function does not work for car matrices. However, even when I skip the transform by setting transform = None, the code never converges and I think it does not really expect NaNs.