| ee42ccc | Kevin Sheppard | 04 August 2016, 12:32:07 UTC | BLD: Remove nose from instructions Remove nose and replace with pytest | 04 August 2016, 12:32:07 UTC |
| 658080c | Kevin Sheppard | 04 August 2016, 12:28:26 UTC | Merge pull request #122 from bashtage/readme DOC: Update readme and binstar | 04 August 2016, 12:28:26 UTC |
| 91abece | Kevin Sheppard | 04 August 2016, 12:28:00 UTC | DOC: Update readme and binstar Update readme and binstar recipes [skip ci] | 04 August 2016, 12:28:00 UTC |
| 71eaa6a | Kevin Sheppard | 03 August 2016, 18:15:25 UTC | Merge pull request #121 from bashtage/more-pytest More pytest | 03 August 2016, 18:15:25 UTC |
| 3358d82 | Kevin Sheppard | 03 August 2016, 16:55:40 UTC | TST: Re-enable codecov.io Re-enable codecov for new pytest build | 03 August 2016, 18:07:19 UTC |
| 465c452 | Kevin Sheppard | 29 July 2016, 18:03:16 UTC | ENH: Add variance forecasting Add variance forecasting to volatility models | 03 August 2016, 16:30:53 UTC |
| 2dea2c3 | Kevin Sheppard | 29 July 2016, 17:00:26 UTC | CLN: Fix PEP8 issues and typos Fix comments and docstrings Fix small PEP8 errors | 03 August 2016, 16:30:53 UTC |
| b97c72c | Kevin Sheppard | 03 August 2016, 16:28:53 UTC | Merge pull request #120 from bashtage/py.test TST: Switch to using py.test | 03 August 2016, 16:28:53 UTC |
| d286593 | Kevin Sheppard | 03 August 2016, 14:52:18 UTC | TST: Switch to using py.test Switch form nose to py.test | 03 August 2016, 16:22:38 UTC |
| 2e057b4 | Kevin Sheppard | 12 July 2016, 17:57:21 UTC | Merge pull request #119 from bashtage/codecov TST: Add codecov support | 12 July 2016, 17:57:21 UTC |
| ae11f11 | Kevin Sheppard | 12 July 2016, 17:50:08 UTC | TST: Add codecov support Add initial support for codecov | 12 July 2016, 17:50:08 UTC |
| 7e98a7e | Kevin Sheppard | 29 June 2016, 22:49:10 UTC | Merge pull request #118 from bashtage/check-cython-install Merge pull request #117 from bashtage/add-str-repr-tests | 29 June 2016, 22:49:10 UTC |
| ac18d8d | Kevin Sheppard | 29 June 2016, 14:02:17 UTC | Merge pull request #117 from bashtage/add-str-repr-tests TST: Add tests for strings and errors | 29 June 2016, 22:42:51 UTC |
| 6def066 | Kevin Sheppard | 29 June 2016, 14:02:17 UTC | Merge pull request #117 from bashtage/add-str-repr-tests TST: Add tests for strings and errors | 29 June 2016, 14:02:17 UTC |
| c822ec2 | Kevin Sheppard | 29 June 2016, 13:48:46 UTC | TST: Add tests for strings and errors Test __str__ and __repr__ Add test for value errors | 29 June 2016, 13:48:46 UTC |
| f7ce1f2 | Kevin Sheppard | 29 June 2016, 13:24:19 UTC | Merge pull request #116 from bashtage/appveyor-depth TST: Appveyor config | 29 June 2016, 13:24:19 UTC |
| 2ad15d5 | Kevin Sheppard | 29 June 2016, 13:00:20 UTC | TST: Appveyor config Add depth to appveyor config Small modification to method of testing | 29 June 2016, 13:00:20 UTC |
| e7f1f25 | Kevin Sheppard | 29 June 2016, 11:56:59 UTC | Merge pull request #115 from bashtage/add-flake TST: Add flake8 testing | 29 June 2016, 11:56:59 UTC |
| 7714252 | Kevin Sheppard | 29 June 2016, 10:44:51 UTC | TST: Add flake8 testing Clean flake8 identified errors Use nosetests for test runs Add testing to travis | 29 June 2016, 11:44:30 UTC |
| c930644 | Kevin Sheppard | 27 June 2016, 10:43:28 UTC | Merge pull request #114 from bashtage/fix-naming-issue BUG: Fix naming issue for numpy array input | 27 June 2016, 10:43:28 UTC |
| 6e4a2bc | Kevin Sheppard | 27 June 2016, 09:47:48 UTC | BUG: Fix naming issue for numpy array input Fix naming issue when using numpy data Add test for bug reported about variable names | 27 June 2016, 10:34:16 UTC |
| 24e9d1b | Kevin Sheppard | 13 June 2016, 13:03:43 UTC | Merge pull request #113 from bashtage/fix-doctest DOC: Fix docs to pass doctest | 13 June 2016, 13:03:43 UTC |
| 0aed835 | Kevin Sheppard | 13 June 2016, 12:59:30 UTC | DOC: Fix docs to pass doctest Fix formatting and other small errors so that module passes doctests | 13 June 2016, 12:59:30 UTC |
| bf3a4b9 | Kevin Sheppard | 09 June 2016, 22:48:12 UTC | Merge pull request #112 from bashtage/travis-statsmodels-master TST: Add test against statsmodels master | 09 June 2016, 22:48:12 UTC |
| 33de173 | Kevin Sheppard | 09 June 2016, 21:11:11 UTC | TST: Add test against statsmodels master Add a test against statsmodels master to prevent surprises | 09 June 2016, 22:41:17 UTC |
| 9da9c5a | Kevin Sheppard | 02 June 2016, 10:13:23 UTC | Merge pull request #111 from bashtage/update-travis TST: Update Travis settings | 02 June 2016, 10:13:23 UTC |
| 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 |
