| 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 |
| 13409ad | Kevin Sheppard | 13 March 2015, 21:17:10 UTC | TST: Add testing of numba-path code Adds pure python paths so numba-compiled code can be directly tested | 13 March 2015, 23:19:35 UTC |
| 194ed0f | Kevin Sheppard | 04 March 2015, 01:02:06 UTC | Merge pull request #51 from bashtage/hedgehog-plot ENH: Hedgehog plot | 04 March 2015, 01:02:06 UTC |
| 0db771a | Kevin Sheppard | 03 March 2015, 19:29:21 UTC | ENH: Hedgehog plot Add hedgehog plot to visualize forecasts over time | 04 March 2015, 00:55:55 UTC |
| 5472d95 | Kevin Sheppard | 02 March 2015, 23:41:41 UTC | Merge pull request #50 from bashtage/rm-unneeded-files CLN: Remove unneeded file | 02 March 2015, 23:41:41 UTC |
| 7879709 | Kevin Sheppard | 02 March 2015, 23:40:51 UTC | CLN: Remove unneeded file [skip ci] | 02 March 2015, 23:40:51 UTC |
| 2b779d2 | Kevin Sheppard | 02 March 2015, 23:37:12 UTC | Merge pull request #49 from bashtage/mean-forecast ENH: Mean forecasting | 02 March 2015, 23:37:12 UTC |
| 6137118 | Kevin Sheppard | 02 March 2015, 03:03:07 UTC | ENH: Mean forecasting Add a forecast method for the conditional mean Improved keywords in setup | 02 March 2015, 23:28:01 UTC |
| 2dc5276 | Kevin Sheppard | 27 February 2015, 03:42:59 UTC | Merge pull request #48 from bashtage/doc-fix-arch DOC: Fix small errors in ARCH examples | 27 February 2015, 03:42:59 UTC |
| 029a091 | Kevin Sheppard | 27 February 2015, 03:42:39 UTC | DOC: Fix small errors in ARCH examples Fix small typos and rendering errors in ARCH example notebook [skip ci] | 27 February 2015, 03:42:39 UTC |
| 75f5587 | Kevin Sheppard | 23 February 2015, 04:23:04 UTC | Merge pull request #46 from bashtage/doc-build-fix DOC: Attempt to fix build on read the docs | 26 February 2015, 14:52:17 UTC |
| 9eb089b | Kevin Sheppard | 23 February 2015, 04:21:00 UTC | DOC: Attempt to fix build on read the docs [skip ci] | 23 February 2015, 04:22:29 UTC |
| 3721613 | Kevin Sheppard | 23 February 2015, 01:48:22 UTC | Merge pull request #45 from bashtage/binstar-bld-fix BLD: Improve binstar build files | 23 February 2015, 01:48:22 UTC |
| 3c4e6ea | Kevin Sheppard | 23 February 2015, 01:47:34 UTC | BLD: Improve binstar build files Improvements to binstar building. [skip ci] | 23 February 2015, 01:47:48 UTC |
| 035eca7 | Kevin Sheppard | 22 February 2015, 16:27:49 UTC | Merge pull request #44 from bashtage/test-single-mcs TST: Add tests and protections for edge cases | 22 February 2015, 16:27:49 UTC |
| 657279d | Kevin Sheppard | 22 February 2015, 15:43:51 UTC | TST: Add tests and protections for edge cases Tests edge cases and incorrect usage. Added error messages for some incorrect usage | 22 February 2015, 16:11:31 UTC |
| 3947628 | Kevin Sheppard | 22 February 2015, 15:22:22 UTC | Merge pull request #43 from bashtage/doc-multiple-comparison DOC: Reorganize documentation for multiple comparisons | 22 February 2015, 15:22:22 UTC |
| e455e04 | Kevin Sheppard | 22 February 2015, 15:12:54 UTC | DOC: Reorganize documentation for multiple comparisons Promote multiple comparisons to a stand alone section Reorganize ipython notebooks General documentation cleanup | 22 February 2015, 15:19:52 UTC |
| 3bf07bd | Kevin Sheppard | 22 February 2015, 04:22:50 UTC | Merge pull request #42 from bashtage/ipython-model-comparison ENH: Model confidence set | 22 February 2015, 04:22:50 UTC |
| 7e0298d | Kevin Sheppard | 22 February 2015, 02:28:19 UTC | ENH: Add model confidence set Add model confidence set to multiple comparisons Increment version Fix typos | 22 February 2015, 04:16:27 UTC |
| f299343 | Kevin Sheppard | 19 February 2015, 16:14:13 UTC | Merge pull request #41 from bashtage/test-multiple-comparison TST: Improve multiple comparison testing | 19 February 2015, 16:14:13 UTC |
| 78b45cf | Kevin Sheppard | 19 February 2015, 13:05:25 UTC | TST: Improve multiple comparison testing Add additional formal tests of SPA and StemM | 19 February 2015, 16:05:20 UTC |
| e2d0893 | Kevin Sheppard | 18 February 2015, 23:41:51 UTC | Merge pull request #40 from bashtage/test-multiple-comparison TST: Add formal tests for multiple comparisons | 18 February 2015, 23:41:51 UTC |
| 1d058b1 | Kevin Sheppard | 18 February 2015, 16:10:57 UTC | TST: Add formal tests for multiple comparisons Adds formal testing for SPA and StepM multiple comparison proedures | 18 February 2015, 20:52:08 UTC |
| 80b8a1c | Kevin Sheppard | 18 February 2015, 04:13:15 UTC | Merge pull request #39 from bashtage/clean-tests TST: Remove unneeded printing in tests | 18 February 2015, 04:13:15 UTC |
| 24eed36 | Kevin Sheppard | 18 February 2015, 04:01:17 UTC | TST: Remove unneeded printing in tests Removed unnecessary printing in tests | 18 February 2015, 04:06:24 UTC |
| 1456abe | Kevin Sheppard | 18 February 2015, 03:45:56 UTC | Merge pull request #36 from bashtage/multiple-comparrison ENH: Add multiple comparison procedures | 18 February 2015, 03:45:56 UTC |
| c2c52a2 | Kevin Sheppard | 16 February 2015, 17:36:38 UTC | ENH: Add multiple comparison procedures Adds White/Hansen Test of Superior Predictive Ability and Romano and Wolf's StepM procedure | 18 February 2015, 03:37:58 UTC |
| 60b7943 | Kevin Sheppard | 17 February 2015, 20:21:40 UTC | Merge pull request #35 from bashtage/test-numba-perf TST: Add performance test for Numba code | 17 February 2015, 20:21:40 UTC |
| 5e9c106 | Kevin Sheppard | 17 February 2015, 19:43:54 UTC | TST: Add performance test for Numba code Add performance test for Numba relative to Cython to detect any breaks due to Numba changes | 17 February 2015, 20:04:23 UTC |
| 4734d1a | Kevin Sheppard | 17 February 2015, 02:40:14 UTC | Merge pull request #34 from bashtage/improve-repr TST: Add tests for str and repr | 17 February 2015, 02:40:14 UTC |
| 41396c5 | Kevin Sheppard | 17 February 2015, 02:33:33 UTC | TST: Add tests for str and repr Add tests for bootstrap str and repr | 17 February 2015, 02:33:33 UTC |
| da87480 | Kevin Sheppard | 16 February 2015, 23:23:55 UTC | Merge pull request #33 from bashtage/improve-repr ENH: Improve str and repr for bootstrap | 16 February 2015, 23:23:55 UTC |
| 5902915 | Kevin Sheppard | 16 February 2015, 23:17:11 UTC | ENH: Improve str and repr for bootstrap Add meaningful str and repr for bootstraps. Also fixes issue in arch reprs. | 16 February 2015, 23:17:11 UTC |
| a5f5f98 | Kevin Sheppard | 16 February 2015, 01:36:53 UTC | Merge pull request #32 from gliptak/patch-2 Correct typo | 16 February 2015, 01:36:53 UTC |
| a16e571 | gliptak | 16 February 2015, 01:16:02 UTC | Correct typo | 16 February 2015, 01:16:02 UTC |
