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 |
82b4e01 | Kevin Sheppard | 16 February 2015, 01:05:37 UTC | Merge pull request #30 from gliptak/patch-1 Correct typos | 16 February 2015, 01:05:37 UTC |
bf7d869 | gliptak | 16 February 2015, 00:50:58 UTC | Correct typos | 16 February 2015, 00:50:58 UTC |
7629c2d | Kevin Sheppard | 05 February 2015, 04:51:31 UTC | Merge pull request #28 from bashtage/bootstrap-series-apply FIX: Make bootstrap work with scalar function | 05 February 2015, 04:51:31 UTC |
cbf612e | Kevin Sheppard | 03 February 2015, 22:51:01 UTC | FIX: Make bootstrap work with scalar function Bootstrap apply does not currently work with scalar functions since it expects the value returned to have a shape attribute. | 05 February 2015, 04:47:24 UTC |
1df39ad | Kevin Sheppard | 13 January 2015, 23:50:37 UTC | Merge pull request #27 from bashtage/improve-setup ENH: Add better intended audience for pypi | 13 January 2015, 23:50:37 UTC |
5011877 | Kevin Sheppard | 13 January 2015, 23:49:57 UTC | ENH: Add better intended audience for pypi | 13 January 2015, 23:49:57 UTC |
905abdf | Kevin Sheppard | 13 January 2015, 22:13:27 UTC | Merge pull request #26 from bashtage/improve-testing TST: Added testing for Python 3.4 | 13 January 2015, 22:13:27 UTC |
e6662b5 | Kevin Sheppard | 13 January 2015, 22:04:08 UTC | TST: Added testing for Python 3.4 Added test environment for Python 3.4 Improved setup for better information on pypi | 13 January 2015, 22:04:08 UTC |
6a7940a | Kevin Sheppard | 25 November 2014, 02:07:05 UTC | DOC: Reorganize documents Reorganized documents to improve structure since the toolbox now contains more content [skip ci] | 26 November 2014, 02:31:52 UTC |
a2af453 | Kevin Sheppard | 24 November 2014, 23:36:29 UTC | FIX: Fix documentation generation on RTD Update mocking to improve RTD documentation generation | 24 November 2014, 23:44:03 UTC |
7d078cd | Kevin Sheppard | 24 November 2014, 23:28:52 UTC | Merge pull request #25 from bashtage/doc-fix-mocking DOC: Fix documentation generation on RTD | 24 November 2014, 23:28:52 UTC |
a23317f | Kevin Sheppard | 24 November 2014, 22:19:02 UTC | DOC: Fix documentation generation on RTD Missing mocking classes for OLS. [skip ci] | 24 November 2014, 23:26:42 UTC |