Sam Allardyce called training on Wednesday [GETTY]
There were reports that Allardyce had blocked his players from attending the festival, but the Hammers boss insists that wasn't the case.
Instead, after having the weekend off Allardyce believes a change in routine may have left some players disappointed.
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He said: "They thought they were having a day off on Wednesday that they didn’t get.
"They generally get Wednesdays off in a normal week but this wasn’t a normal week for me.
"They probably thought, or maybe planned, a few of the players to go to Cheltenham but when they found out we were training on Wednesday they couldn’t.
"It wasn’t a normal week, like I said and I wanted to do some functional work with the team."
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