| 21b17f6 | Kevin Sheppard | 02 June 2016, 09:56:19 UTC | TST: Update Travis settings Update travis to ensure latest Numba is always tested Update notebooks to be latest format | 02 June 2016, 10:08:12 UTC |
| 404af74 | Kevin Sheppard | 25 May 2016, 18:11:11 UTC | Merge pull request #110 from bashtage/add-appveyor TST: Add appveyor | 25 May 2016, 18:11:11 UTC |
| 43b0f72 | Kevin Sheppard | 25 May 2016, 17:23:10 UTC | TST: Add appveyor Add testing on appveyor Update travis recipe | 25 May 2016, 17:58:31 UTC |
| 45bdac9 | Kevin Sheppard | 10 March 2016, 13:49:10 UTC | Merge pull request #107 from bashtage/update-jupyter UPD: Update notebook functions to jupyter | 15 March 2016, 13:47:44 UTC |
| 776aed9 | Sheppard, Kevin | 10 March 2016, 13:40:16 UTC | UPD: Update notebook functions to jupyter Remove IPython imports in favor of new locations | 10 March 2016, 13:40:16 UTC |
| 0e97431 | Kevin Sheppard | 09 March 2016, 17:18:25 UTC | Merge pull request #106 from bashtage/update-travis TST: Update travis config to test against head packages | 09 March 2016, 17:18:25 UTC |
| beabafe | Sheppard, Kevin | 09 March 2016, 00:07:24 UTC | CLN: PEP8 compliance Improve PEP8 compliance of all files | 09 March 2016, 17:13:42 UTC |
| 4bc5b34 | Sheppard, Kevin | 08 March 2016, 18:09:30 UTC | TST: Update travis config to test against head packages Use Python 3.5 to test against bleeding edge packages | 08 March 2016, 23:52:48 UTC |
| 3da0448 | Kevin Sheppard | 05 March 2016, 21:41:31 UTC | DOC: Correct dosctring for simulate Add documentation for rng in volatility simulation closes #105 [skip ci] | 05 March 2016, 21:41:31 UTC |
| bcfe0de | Kevin Sheppard | 09 February 2016, 17:10:57 UTC | Merge pull request #104 from bashtage/fix-loose-tests TST: Fix test erroneously using floats | 09 February 2016, 17:10:57 UTC |
| 7969762 | Sheppard, Kevin | 09 February 2016, 16:47:13 UTC | TST: Fix test erroneously using floats Ensure index is integer type in test | 09 February 2016, 16:47:13 UTC |
| 3fc5799 | Sheppard, Kevin | 09 February 2016, 14:42:17 UTC | TST: Remove Python 3.3 from test In coordination with upstream projects, stop testing and supporting python 3.3 | 09 February 2016, 14:42:17 UTC |
| 44bde93 | Kevin Sheppard | 05 November 2015, 16:41:43 UTC | Merge pull request #103 from bashtage/update-minimums UPD: Update minimum versions | 05 November 2015, 16:41:43 UTC |
| 27ba11a | Sheppard, Kevin | 04 November 2015, 14:36:35 UTC | UPD: Update minimum versions Change minimum versions for testing to pandas>=0.14 numpy>=0.18 scipy>=0.14 numba>=0.19 matplotlib>=0.13 This reflects recent releases by all of these projects. Remove compatability code for old SciPy | 04 November 2015, 14:50:55 UTC |
| 0fb862f | Kevin Sheppard | 04 November 2015, 14:33:23 UTC | Merge pull request #102 from bashtage/miniconda2 TST: Fix travis to reflect changes in miniconda | 04 November 2015, 14:33:23 UTC |
| a592c0a | Sheppard, Kevin | 04 November 2015, 14:27:15 UTC | TST: Fix travis to reflect changes in miniconda Add miniconda2 to path | 04 November 2015, 14:27:15 UTC |
| 8e8eeab | Kevin Sheppard | 19 October 2015, 21:58:33 UTC | Merge pull request #100 from bashtage/fix-exact-ties TST: Add tests for exact ties in MCS | 19 October 2015, 21:58:33 UTC |
| 85fc712 | Sheppard, Kevin | 19 October 2015, 21:50:03 UTC | TST: Add tests for exact ties in MCS Add tests for exact ties in the MCS. closes #97 | 19 October 2015, 21:50:03 UTC |
| 8bc645e | Kevin Sheppard | 19 October 2015, 16:03:44 UTC | Merge pull request #99 from bashtage/pandas-dep-warning FIX: Avoid deprecation warnings due to pandas changes | 19 October 2015, 16:03:44 UTC |
| a70951e | Sheppard, Kevin | 19 October 2015, 15:56:45 UTC | FIX: Avoid deprecation warnings due to pandas changes Workaround for deprecation warnings in current pandas | 19 October 2015, 15:56:45 UTC |
| 176a72b | Kevin Sheppard | 19 October 2015, 15:51:24 UTC | Merge pull request #98 from bashtage/travis-numpy-1-10 TST: Add config for new numpy and python | 19 October 2015, 15:51:24 UTC |
| a4b1bf6 | Sheppard, Kevin | 19 October 2015, 15:26:59 UTC | TST: Add config for new numpy and python Add test config for numpy 1.10 and python 3.5 | 19 October 2015, 15:44:07 UTC |
| a74c4e2 | Kevin Sheppard | 03 October 2015, 17:47:44 UTC | Merge pull request #96 from bashtage/mcs-final-pval FIX: Add pval for last model in MCS | 03 October 2015, 17:47:44 UTC |
| 17faad1 | Sheppard, Kevin | 03 October 2015, 17:23:20 UTC | FIX: Add pval for last model in MCS Add a p-value of 1.0 for the final model in the MCS. Previouly this model had a pvalue of nan. | 03 October 2015, 17:38:22 UTC |
| 3985414 | Kevin Sheppard | 24 September 2015, 13:13:08 UTC | Merge pull request #95 from bashtage/fix-starting-sigma2 FIX: Restore variance initialization code | 24 September 2015, 13:13:08 UTC |
| 3235680 | Sheppard, Kevin | 24 September 2015, 12:54:58 UTC | FIX: Restore variance initialization code Accidentally removed sigma2 init code in early PR closes #94 | 24 September 2015, 12:54:58 UTC |
| 943a588 | Kevin Sheppard | 22 September 2015, 12:57:13 UTC | Merge pull request #88 from bashtage/check-convergence ENH: Add warning message about convergence problems | 22 September 2015, 12:57:13 UTC |
| 7e2eea2 | Kevin Sheppard | 21 September 2015, 22:14:17 UTC | Merge pull request #93 from capellini/gitignore-adds Adding some more items for git to ignore | 21 September 2015, 22:14:17 UTC |
| f09ad4a | Kevin Sheppard | 21 September 2015, 22:12:42 UTC | Merge pull request #90 from capellini/setup-glob-import Moved glob import in setup.py to make clean command work | 21 September 2015, 22:12:42 UTC |
| 6ba88a4 | Rob Capellini | 21 September 2015, 20:03:59 UTC | Adding some more items for git to ignore | 21 September 2015, 20:03:59 UTC |
| 1c93ff1 | Kevin Sheppard | 21 September 2015, 18:32:19 UTC | Merge pull request #92 from capellini/egarch-bounds-fix Fixing #91 -- egarch bounds check logic reversed | 21 September 2015, 18:32:19 UTC |
| c1e41df | Rob Capellini | 21 September 2015, 18:25:17 UTC | Fixing #91 -- egarch bounds check logic reversed Fixed EGARCH recursion in Cython file to not use sigma2 if == INF. | 21 September 2015, 18:25:17 UTC |
| df1dda7 | Rob Capellini | 16 September 2015, 15:22:02 UTC | Second attempt at avoiding numpy import error | 16 September 2015, 15:22:02 UTC |
| e9b3c4b | Rob Capellini | 16 September 2015, 13:34:02 UTC | Move numpy to setup_requires to prevent build fail on numpy.get_include include_dirs call that included numpy.get_include() failed due to numpy being a part of install_requires, rather than setup_requires. Moving to setup_requires and modifying Cython build_ext to call numpy.get_include after it is installed. | 16 September 2015, 13:34:02 UTC |
| 3ff24ea | Rob Capellini | 16 September 2015, 13:05:49 UTC | Moved glob import in setup.py to make clean command work 'python setup.py clean' fails due to the glob module not being present. Moved glob import statement to the top of the setup.py file to the top of the file to allow the clean command to work. | 16 September 2015, 13:05:49 UTC |
| d10e30a | Kevin Sheppard | 10 August 2015, 19:06:36 UTC | ENH: Add warning message about convergence problems Add warning message about convergence problems Add property to results that allows convergence to be checked Add information in summary about convergence closes #87 | 12 August 2015, 20:00:43 UTC |
| 56ad1fb | Kevin Sheppard | 07 August 2015, 15:39:34 UTC | Merge pull request #84 from bashtage/update-build Update build | 07 August 2015, 15:39:34 UTC |
| 7fdf94f | Kevin Sheppard | 07 August 2015, 15:38:23 UTC | BLD: Fix conda build for Windows Update conda build information [skip ci] | 07 August 2015, 15:38:23 UTC |
| 74b3234 | Kevin Sheppard | 07 August 2015, 13:47:42 UTC | CLN: Change README to markdown | 07 August 2015, 13:48:50 UTC |
| 85ff667 | Kevin Sheppard | 06 August 2015, 22:17:07 UTC | Merge pull request #83 from bashtage/fix-sampler-type Fix sampler type | 06 August 2015, 22:17:07 UTC |
| 95ccc3e | Kevin Sheppard | 06 August 2015, 22:09:48 UTC | BUG: Add sqrt for std errors Std errors was missing a sqrt and so they were tyically to small so that tvalues, pvalues, etc were wrong. xref #82 | 06 August 2015, 22:09:48 UTC |
| feed670 | Kevin Sheppard | 06 August 2015, 22:08:17 UTC | BUG: Wrong type in sampler Changed incorrect long to np.int64_t to ensure 64 bit buffer on all platforms | 06 August 2015, 22:08:17 UTC |
| 5595b8a | Kevin Sheppard | 05 August 2015, 17:43:15 UTC | Merge pull request #81 from bashtage/doc-cleanup DOC: Add ARCHModelFixedResult to docs | 05 August 2015, 17:43:15 UTC |
| 21e8587 | Kevin Sheppard | 05 August 2015, 17:42:08 UTC | DOC: Add ARCHModelFixedResult to docs Adds documentation for ARCHModelFixedResult. [skip ci] | 05 August 2015, 17:42:08 UTC |
| 745e1ba | Kevin Sheppard | 05 August 2015, 17:18:57 UTC | DOC: Fix git install isntructions Change protocol form git to https [skip ci] | 05 August 2015, 17:18:57 UTC |
| 3b235a5 | Kevin Sheppard | 05 August 2015, 14:06:27 UTC | Merge pull request #80 from bashtage/add-fixed-example DOC: Add example using `fix` | 05 August 2015, 14:06:27 UTC |
| 90d98cd | Kevin Sheppard | 05 August 2015, 13:32:31 UTC | DOC: Add example using `fix` Added example using `fix` to notebooks. Version bump to 3.1 closes #77 | 05 August 2015, 13:32:31 UTC |
| fd2a994 | Kevin Sheppard | 04 August 2015, 22:48:51 UTC | Merge pull request #78 from bashtage/update-travis TST: Update Travis to use Container | 04 August 2015, 22:48:51 UTC |
| 12b9434 | Kevin Sheppard | 04 August 2015, 22:13:36 UTC | TST: Update Travis to use Container | 04 August 2015, 22:40:17 UTC |
| eff353f | Kevin Sheppard | 04 August 2015, 22:39:36 UTC | Merge pull request #79 from bashtage/fix-bootstrap-notebook UPD: Update notebooks to latest IPython and Python 3 | 04 August 2015, 22:39:36 UTC |
| ff40e02 | Kevin Sheppard | 04 August 2015, 22:35:56 UTC | UPD: Update notebooks to latest IPython and Python 3 Update notebooks to latest IPython format and to be compatible with Python 2.x and 3.x [skip ci] | 04 August 2015, 22:35:56 UTC |
| 6cdc7f6 | Kevin Sheppard | 04 August 2015, 18:05:02 UTC | Merge pull request #76 from bashtage/fixed-parameters ENH: Add method to supply user specified parameters | 04 August 2015, 18:05:02 UTC |
| 7b9692c | Kevin Sheppard | 04 August 2015, 15:57:48 UTC | SETUP: Add custom clean command to setup Add custom clean command that will delete Cython and compilation outputs | 04 August 2015, 17:50:17 UTC |
| e2cb12f | Kevin Sheppard | 04 August 2015, 15:16:11 UTC | ENH: Add method to supply user specified parameters Normally a model is estimated with fit() which returns a ModelResult. This commit adds the method fix(params) which returns a FixedModelResult that is similar to a ModelResult except for missing methods/properties related to parameter covariance. closes #74 | 04 August 2015, 17:44:39 UTC |
| 8f90b52 | Kevin Sheppard | 04 August 2015, 17:12:07 UTC | Merge pull request #72 from jonathanng/patch-1 Update bootstrap_examples.ipynb | 04 August 2015, 17:12:07 UTC |
| 64dbf9d | Kevin Sheppard | 02 August 2015, 00:29:57 UTC | Merge pull request #73 from jonathanng/patch-2 Update univariate_volatility_modeling.ipynb | 02 August 2015, 00:29:57 UTC |
| 62e8a9a | JPN | 31 July 2015, 18:29:29 UTC | Update univariate_volatility_modeling.ipynb | 31 July 2015, 18:29:29 UTC |
| 24d26ca | JPN | 31 July 2015, 18:28:32 UTC | Update bootstrap_examples.ipynb | 31 July 2015, 18:28:32 UTC |
| d67c5ee | Kevin Sheppard | 20 July 2015, 13:55:22 UTC | Merge pull request #68 from khrapovs/fix_doc_encoding_error Declare encoding to fix SyntaxError: Non-ASCII character '\xe2' in li… | 20 July 2015, 13:55:22 UTC |
| 8f7ac79 | Stanislav Khrapov | 18 July 2015, 06:10:21 UTC | Declare encoding to fix SyntaxError: Non-ASCII character '\xe2' in line 341 | 18 July 2015, 06:10:21 UTC |
| d95b1a9 | Kevin Sheppard | 15 July 2015, 21:33:14 UTC | Merge pull request #67 from khrapovs/skewstudent Add Skew Student's T for estimation. | 15 July 2015, 21:33:14 UTC |
| c1eca8d | Kevin Sheppard | 07 July 2015, 15:57:02 UTC | TST: Update travis | 07 July 2015, 15:57:02 UTC |
| 8a479d8 | Kevin Sheppard | 22 June 2015, 17:01:17 UTC | Merge pull request #66 from TimotheeGerber/typo DOC: typos. | 07 July 2015, 15:53:51 UTC |
| 1dbd3ca | Stanislav Khrapov | 02 July 2015, 08:52:31 UTC | Fix the bug with initial value. It affected GJR with non-zero asymmetry parameter | 02 July 2015, 08:52:31 UTC |
| 622ebab | Stanislav Khrapov | 01 July 2015, 15:26:31 UTC | Improve documentation of Skew Student class | 01 July 2015, 15:26:31 UTC |
| 9f4ff09 | Stanislav Khrapov | 01 July 2015, 15:11:12 UTC | Fix the error of normalization in Skew Student | 01 July 2015, 15:11:12 UTC |
| 78dc371 | Stanislav Khrapov | 01 July 2015, 15:10:45 UTC | Remove trailing space | 01 July 2015, 15:10:45 UTC |
| 8ab05cb | Stanislav Khrapov | 29 June 2015, 09:34:27 UTC | Eliminate all output, including iterations, when disp='off' | 29 June 2015, 09:34:27 UTC |
| 667b870 | Stanislav Khrapov | 27 June 2015, 12:51:17 UTC | Remove import of unused function gamma | 27 June 2015, 12:51:17 UTC |
| 887b73f | Stanislav Khrapov | 27 June 2015, 12:47:51 UTC | Fix definition of SkewStudent loglikelihood | 27 June 2015, 12:47:51 UTC |
| c26cf18 | Stanislav Khrapov | 27 June 2015, 12:47:14 UTC | Add SkewStudent to arch_model list of distributions | 27 June 2015, 12:47:14 UTC |
| 06e9cda | Stanislav Khrapov | 27 June 2015, 12:45:30 UTC | Fix error in likelihood definition | 27 June 2015, 12:45:30 UTC |
| 332f8b6 | Stanislav Khrapov | 27 June 2015, 08:35:01 UTC | Test volatility after adding SkewStudent class | 27 June 2015, 08:35:01 UTC |
| 8b903a1 | Stanislav Khrapov | 27 June 2015, 08:16:08 UTC | Test SkewStudent distribution class | 27 June 2015, 08:16:08 UTC |
| 2463d2c | Stanislav Khrapov | 27 June 2015, 08:14:41 UTC | Fix number of parameters | 27 June 2015, 08:14:41 UTC |
| 4687ece | Stanislav Khrapov | 27 June 2015, 07:59:19 UTC | Standardize residuals in loglikelihood comutation | 27 June 2015, 07:59:19 UTC |
| 7f1824b | Stanislav Khrapov | 27 June 2015, 07:53:13 UTC | Create new SkewStudent class and document it | 27 June 2015, 07:53:13 UTC |
| 8d1c488 | Kevin Sheppard | 22 June 2015, 17:01:17 UTC | Merge pull request #66 from TimotheeGerber/typo DOC: typos. | 22 June 2015, 17:01:17 UTC |
| e629bd5 | Timothée Gerber | 22 June 2015, 16:28:10 UTC | DOC: typos. | 22 June 2015, 16:28:10 UTC |
| 1e8f90b | Kevin Sheppard | 08 June 2015, 19:24:09 UTC | Merge pull request #65 from bashtage/travis-update-numba TST: Update numba for testing | 08 June 2015, 19:24:09 UTC |
| fc916f7 | Kevin Sheppard | 08 June 2015, 18:36:13 UTC | TST: Update numba for testing Update numba to latest for testing | 08 June 2015, 19:02:25 UTC |
| b8c537e | Kevin Sheppard | 06 May 2015, 19:48:13 UTC | Merge pull request #63 from bashtage/fix-garch-simulation-initial FIX: Fix initial value for GARCH simulation | 04 June 2015, 21:27:33 UTC |
| 5b0ca27 | Kevin Sheppard | 06 May 2015, 15:36:53 UTC | FIX: Fix initial value for GARCH simulation Incorrect power was used to initialize simulation. Modified the use of errors in simulate to allow no-burn-in simulation in some special cases. Updated travis to latest numba closes #62 | 06 May 2015, 18:55:52 UTC |
| 865cf3f | Kevin Sheppard | 17 April 2015, 14:58:26 UTC | Merge pull request #61 from bashtage/forecast-doc DOC: Further explanation for forecasting | 17 April 2015, 14:58:26 UTC |
| 49d37df | Kevin Sheppard | 17 April 2015, 14:15:05 UTC | DOC: Further explanation for forecasting Adds details explaining how to interpret the output of the forecasting function. closes #60 [skip ci] | 17 April 2015, 14:15:05 UTC |
| 11540f9 | Kevin Sheppard | 30 March 2015, 21:49:48 UTC | Merge pull request #59 from bashtage/update-sphinx DOC: Fixed for RTD | 30 March 2015, 21:49:48 UTC |
| 86ef12e | Kevin Sheppard | 30 March 2015, 21:48:41 UTC | DOC: Fixed for RTD Attempt fix for RTD by adding more information to ipython in requirements [skip ci] | 30 March 2015, 21:48:41 UTC |
| 3349626 | Kevin Sheppard | 30 March 2015, 20:07:09 UTC | Merge pull request #58 from bashtage/update-sphinx DOC: Debug RTD | 30 March 2015, 20:07:09 UTC |
| a0d8930 | Kevin Sheppard | 30 March 2015, 19:54:54 UTC | DOC: Debug RTD Code to debug RTD problems [skip ci] | 30 March 2015, 19:54:54 UTC |
| c29bb09 | Kevin Sheppard | 30 March 2015, 15:49:42 UTC | Merge pull request #57 from bashtage/update-sphinx DOC: FIX RTD bugs | 30 March 2015, 15:49:42 UTC |
| 1191684 | Kevin Sheppard | 30 March 2015, 15:48:23 UTC | DOC: FIX RTD bugs Output versions to understand RTD build problems [skip ci] | 30 March 2015, 15:48:23 UTC |
| 2462c6a | Kevin Sheppard | 30 March 2015, 15:12:18 UTC | Merge pull request #56 from bashtage/update-sphinx DOC: Update for RTD build | 30 March 2015, 15:12:18 UTC |
| c14c0d3 | Kevin Sheppard | 30 March 2015, 15:10:18 UTC | DOC: Update for RTD build Update rquirements for RTD [skip ci] | 30 March 2015, 15:10:18 UTC |
| 9736b36 | Kevin Sheppard | 30 March 2015, 14:51:03 UTC | Merge pull request #55 from bashtage/update-sphinx DOC: Update Sphinx to 1.3 | 30 March 2015, 14:51:03 UTC |
| 988529d | Kevin Sheppard | 30 March 2015, 14:17:14 UTC | DOC: Update Sphinx to 1.3 Update sphinx to 1.3 and remove dependence on contrib-napoleon | 30 March 2015, 14:18:09 UTC |
| a72ef8d | Kevin Sheppard | 17 March 2015, 22:40:09 UTC | Merge pull request #54 from bashtage/ipython-3 CLN: Migrate notebooks to IPython 3 | 17 March 2015, 22:40:09 UTC |
| ea18899 | Kevin Sheppard | 17 March 2015, 22:09:42 UTC | CLN: Migrate notebooks to IPython 3 Migrate notebooks to new IPython format and update setup | 17 March 2015, 22:36:28 UTC |
| acf905c | Kevin Sheppard | 16 March 2015, 13:53:59 UTC | Merge pull request #53 from bashtage/rtd-ipython-version DOC: Require IPython 2 for RTF | 16 March 2015, 13:53:59 UTC |
| fd2e859 | Kevin Sheppard | 16 March 2015, 13:53:13 UTC | DOC: Require IPython 2 for RTF Notebook conversion currently requires IPython 2 [skip ci] | 16 March 2015, 13:53:13 UTC |
| bf218d3 | Kevin Sheppard | 14 March 2015, 03:59:04 UTC | Merge pull request #52 from bashtage/test-numba TST: Add testing of numba-path code | 14 March 2015, 03:59:04 UTC |
