6434d57 | Kevin Sheppard | 14 October 2019, 09:17:11 UTC | Merge pull request #318 from bashtage/add-import-array MAINT: Add import array | 14 October 2019, 10:53:22 UTC |
c2fe9e3 | Kevin Sheppard | 14 October 2019, 08:48:16 UTC | MAINT: Add import array Add call to check for Spyder compatibility | 14 October 2019, 09:16:57 UTC |
81ceedd | Kevin Sheppard | 20 September 2019, 15:07:03 UTC | DOC: Restructure the docs Restructure to be simpler to read | 20 September 2019, 15:07:03 UTC |
755ae57 | Kevin Sheppard | 04 September 2019, 15:38:48 UTC | Merge pull request #314 from bashtage/fix-arch-lm-test BUG: Fix a bug in arch_lm_test | 04 September 2019, 15:38:48 UTC |
747e4b6 | Kevin Sheppard | 04 September 2019, 15:15:30 UTC | BUG: Fix a bug in arch_lm_test Fix a big that assumed input was a pandas Series closes #313 | 04 September 2019, 15:15:30 UTC |
b1eb519 | Kevin Sheppard | 31 August 2019, 08:50:49 UTC | DOC: Add logo to readme Add logo | 31 August 2019, 09:02:55 UTC |
3a27ec1 | Kevin Sheppard | 31 August 2019, 08:44:39 UTC | RLS: 4.9.1 Release 4.9.1 commit | 31 August 2019, 08:44:39 UTC |
90cd8c6 | Kevin Sheppard | 30 August 2019, 09:01:17 UTC | RLS: Release 4.9 Release 4.9 commit | 30 August 2019, 09:01:17 UTC |
46731c7 | Kevin Sheppard | 29 August 2019, 21:41:58 UTC | Merge pull request #312 from bashtage/property-cached ENH: Use property-cached in place of cached-property | 29 August 2019, 21:41:58 UTC |
e8bc6e3 | Kevin Sheppard | 29 August 2019, 18:12:32 UTC | ENH: Use property-cached in place of cached-property Use the modernized version that inherits from property | 29 August 2019, 21:20:14 UTC |
5608ca2 | Kevin Sheppard | 29 August 2019, 07:58:03 UTC | DOC: Improve doc appearance Improve docs Fix links | 29 August 2019, 07:58:03 UTC |
42afc40 | Kevin Sheppard | 29 August 2019, 00:51:28 UTC | DOC: Fix small doc issue | 29 August 2019, 00:53:23 UTC |
916041b | Kevin Sheppard | 28 August 2019, 16:04:57 UTC | Merge pull request #311 from bashtage/lgtm ENH: Remove Python 2.7 compat | 28 August 2019, 16:04:57 UTC |
abf3a71 | Kevin Sheppard | 28 August 2019, 13:59:51 UTC | ENH: Remove Python 2.7 compat Remove 2.7 compat shims Improve the docs | 28 August 2019, 15:54:29 UTC |
231485b | Kevin Sheppard | 28 August 2019, 12:35:51 UTC | Merge pull request #310 from bashtage/improve-docs DOC: Improve the appearance of docs | 28 August 2019, 12:35:51 UTC |
087f541 | Kevin Sheppard | 28 August 2019, 11:49:00 UTC | DOC: Improve the appearance of docs Add a better structure | 28 August 2019, 12:35:11 UTC |
bf1abd4 | Kevin Sheppard | 27 August 2019, 23:07:29 UTC | DOC: Change the theme on the docs (#309) Update to sphinx-material | 27 August 2019, 23:07:29 UTC |
7afac85 | MRabba | 27 August 2019, 17:13:28 UTC | ENH: Add bandwidth selection of Andrews (1991) and of Newey - West (1994) (#303) ENH: Add bandwidth selection of Andrews (1991) and of Newey - West (1994) Added a test that checks that the result is correct against its implementation under R | 27 August 2019, 17:13:28 UTC |
d2d3454 | Kevin Sheppard | 07 August 2019, 23:19:35 UTC | Merge pull request #307 from bashtage/autoscale ENH: Add rescale options to ARCH models | 07 August 2019, 23:19:35 UTC |
74f13f2 | Kevin Sheppard | 07 August 2019, 13:52:52 UTC | ENH: Add rescale options to ARCH models Add option to automatically rescale data Warn when data appears to be poorly scaled closes #304 | 07 August 2019, 22:05:41 UTC |
6cca064 | Kevin Sheppard | 04 July 2019, 09:28:52 UTC | Merge pull request #299 from bashtage/clean-up MAINT: Clean up test noise | 04 July 2019, 09:28:52 UTC |
b7c4261 | Kevin Sheppard | 21 June 2019, 16:06:55 UTC | MAINT: Clean up test noise Silence some test noise Make some functions as private | 04 July 2019, 07:43:51 UTC |
520af66 | Kevin Sheppard | 04 July 2019, 06:48:33 UTC | Merge pull request #302 from bashtage/bca-uneven-samples BUG: Clarify that BCa can't be used with unequal samples | 04 July 2019, 06:48:33 UTC |
735705a | Kevin Sheppard | 03 July 2019, 22:47:39 UTC | BUG: Clarify that BCa can't be used with unequal samples Clarify that BCa isn't applicable | 03 July 2019, 22:47:39 UTC |
9e6d614 | Kevin Sheppard | 21 June 2019, 15:34:29 UTC | Merge pull request #296 from mikedeltalima/test-bca-jackknife fix bca calculation | 21 June 2019, 15:34:29 UTC |
2fb8292 | mikedeltalima | 20 June 2019, 18:05:55 UTC | refactor BCa bias and acceleration calculation | 20 June 2019, 18:05:55 UTC |
00bc620 | Kevin Sheppard | 12 June 2019, 23:51:22 UTC | add test for acceleration parameter, used saved outcomes for ci and b | 19 June 2019, 20:18:29 UTC |
dc6f186 | Kevin Sheppard | 19 June 2019, 17:53:24 UTC | Merge pull request #297 from bashtage/dist-parameters ENH: Clarify need for parameters | 19 June 2019, 17:53:24 UTC |
d1aeae7 | Kevin Sheppard | 19 June 2019, 15:30:56 UTC | ENH: Clarify need for parameters Require parameters for cdf and ppf closes #295 | 19 June 2019, 15:33:57 UTC |
d688566 | mikedeltalima | 18 June 2019, 20:57:49 UTC | remove unused variables | 18 June 2019, 20:57:49 UTC |
6e51312 | mikedeltalima | 18 June 2019, 20:14:51 UTC | just use hardcoded interval from R | 18 June 2019, 20:16:44 UTC |
ee91f5d | mikedeltalima | 18 June 2019, 20:11:20 UTC | use random seed for observations | 18 June 2019, 20:11:20 UTC |
4049bb7 | mikedeltalima | 18 June 2019, 07:38:16 UTC | add r test | 18 June 2019, 07:38:16 UTC |
aa0b0bd | mikedeltalima | 18 June 2019, 06:47:04 UTC | change bca calculation | 18 June 2019, 06:47:04 UTC |
a1f3f6e | Kevin Sheppard | 13 June 2019, 16:44:43 UTC | Merge pull request #294 from bashtage/loo-center BUG: Fix center for loo jackknife | 13 June 2019, 16:44:43 UTC |
072e415 | Kevin Sheppard | 12 June 2019, 23:51:22 UTC | BUG: Fix center for loo jackknife Use the mean fo teh jackknife samples instead of the original estimte closes #288 | 12 June 2019, 23:53:05 UTC |
979a62c | Kevin Sheppard | 11 June 2019, 21:58:24 UTC | Merge pull request #293 from bashtage/optim-results ENH: Expose optimzation results | 11 June 2019, 21:58:24 UTC |
98ea129 | Kevin Sheppard | 11 June 2019, 21:21:15 UTC | ENH: Expose optimzation results Expose optimization results to allow end users to verify convergence closes #292 | 11 June 2019, 21:23:04 UTC |
497819e | Kevin Sheppard | 31 May 2019, 19:42:39 UTC | Merge pull request #291 from bashtage/bootstrap-randomstate-mean ENH: Expose random_state in mean forecast | 31 May 2019, 19:42:39 UTC |
dce2b92 | Kevin Sheppard | 31 May 2019, 19:16:41 UTC | ENH: Expose random_state in mean forecast Allow random_state to be passed from a mean forecast to facilitate reproducibility closes #290 | 31 May 2019, 19:16:41 UTC |
3dfd977 | Kevin Sheppard | 18 April 2019, 19:26:01 UTC | Merge pull request #287 from bashtage/fix-vr BUG: Fix bugs in VarianceRatio | 18 April 2019, 19:26:01 UTC |
e2d2fd1 | Kevin Sheppard | 18 April 2019, 19:01:38 UTC | BUG: Fix bugs in VarianceRatio Fix variance for overlapping variance estiamtors closes #286 | 18 April 2019, 19:03:07 UTC |
f545506 | Kevin Sheppard | 08 April 2019, 13:05:11 UTC | Merge pull request #283 from bashtage/use-test-function BLD: Use test in testing | 08 April 2019, 13:05:11 UTC |
5324970 | Kevin Sheppard | 28 March 2019, 23:29:22 UTC | TST: Add test for test runner Add test for test runner Remove Cython coverage from most builds | 28 March 2019, 23:29:22 UTC |
b1656dd | Kevin Sheppard | 28 March 2019, 22:24:05 UTC | BLD: Use test in testing Use test to ensure package can be tested from an installations | 28 March 2019, 22:48:42 UTC |
b19b712 | Kevin Sheppard | 28 March 2019, 18:28:15 UTC | DOC: Update changelog [skip ci] | 28 March 2019, 18:28:15 UTC |
ffe9746 | Kevin Sheppard | 28 March 2019, 18:25:57 UTC | Merge pull request #282 from bashtage/fix-imports BUG: Fix import locations | 28 March 2019, 18:25:57 UTC |
55bdd9b | Kevin Sheppard | 28 March 2019, 15:31:17 UTC | BUG: Fix import locations Fix import locations to make sure corrrect module is imported | 28 March 2019, 16:33:37 UTC |
864a7df | Kevin Sheppard | 28 March 2019, 12:02:52 UTC | Merge pull request #281 from bashtage/numpy-tz-datetime-fix MAINT: Fix future warning in datetime | 28 March 2019, 12:02:52 UTC |
ea67ac0 | Kevin Sheppard | 28 March 2019, 08:56:06 UTC | Merge pull request #280 from bashtage/restore-coverage BLD: Add covered build without numba | 28 March 2019, 08:56:06 UTC |
5d3a12e | Kevin Sheppard | 28 March 2019, 08:53:27 UTC | MAINT: Fix future warning in datetime Ensure timezone information is normalized before comparrisons are made | 28 March 2019, 08:53:27 UTC |
010a05a | Kevin Sheppard | 27 March 2019, 23:46:24 UTC | ENH: Update performance warninng message Clarify performance warning message | 28 March 2019, 00:13:08 UTC |
83b45c5 | Kevin Sheppard | 27 March 2019, 18:15:12 UTC | BLD: Add covered build without numba Add coverage for code the requires numba to be absent | 27 March 2019, 18:40:54 UTC |
e8251a0 | Kevin Sheppard | 27 March 2019, 14:23:01 UTC | Merge pull request #279 from bashtage/test-pyargs BLD: Use pyargs to test | 27 March 2019, 14:23:01 UTC |
59ead55 | Kevin Sheppard | 27 March 2019, 12:54:26 UTC | BLD: Use pyargs to test Enable pytest to be run from installed package using a .test() function | 27 March 2019, 13:40:31 UTC |
c6f8c14 | Kevin Sheppard | 27 March 2019, 12:41:27 UTC | BLD: Add pyproject file Add pyproject file so that binary deps are available | 27 March 2019, 12:41:27 UTC |
d14f0c7 | Kevin Sheppard | 27 March 2019, 12:31:02 UTC | BLD: Update setup to include package data Switch method used to include package data | 27 March 2019, 12:31:02 UTC |
34183b4 | Kevin Sheppard | 27 March 2019, 09:49:08 UTC | Merge pull request #278 from bashtage/rls-4.8 DOC: Prepare for 4.8 release | 27 March 2019, 11:28:46 UTC |
5e1645c | Kevin Sheppard | 27 March 2019, 08:48:06 UTC | DOC: Prepare for 4.8 release | 27 March 2019, 09:24:20 UTC |
54fc67e | Kevin Sheppard | 22 March 2019, 22:23:05 UTC | Merge pull request #277 from bashtage/fix-appveyor TST: Fix failure on appveyor | 22 March 2019, 22:23:05 UTC |
273be95 | Kevin Sheppard | 22 March 2019, 22:02:19 UTC | TST: Fix failure on appveyor Remvoe test path pin on Windows [skip travis] | 22 March 2019, 22:02:19 UTC |
777d9ba | Kevin Sheppard | 19 March 2019, 22:25:27 UTC | Merge pull request #276 from bashtage/za-unit-root ENH: Add Zivot-Andrews test | 19 March 2019, 22:25:27 UTC |
67180d2 | Kevin Sheppard | 19 March 2019, 17:18:40 UTC | ENH: Add Zivot-Andrews test Add Zivot-Andrews unit root test which is rrobust to a single structural break | 19 March 2019, 17:24:03 UTC |
8953c73 | Kevin Sheppard | 19 March 2019, 13:11:24 UTC | Merge pull request #275 from bashtage/kpss-autolag ENH: Add KPSS autolag method | 19 March 2019, 13:11:24 UTC |
3d11190 | Kevin Sheppard | 19 March 2019, 12:25:47 UTC | ENH: Add KPSS autolag method Add KPSS autolag method to use data-dependent lag selection | 19 March 2019, 12:28:14 UTC |
d37eede | Kevin Sheppard | 05 March 2019, 12:24:20 UTC | Merge pull request #274 from bashtage/update-setup BLD/ENH: Allow building wheels without Cython | 05 March 2019, 12:24:20 UTC |
b2aa7ac | Kevin Sheppard | 05 March 2019, 10:00:32 UTC | BLD/ENH: Allow building wheels without Cython Improve setup to succeed without Cython. Show a performance warning when pure Python recusions are being executed. closes #273 | 05 March 2019, 12:23:09 UTC |
4688293 | Kevin Sheppard | 30 January 2019, 14:27:49 UTC | Merge pull request #271 from aknaut/use-different-datetime-check Use different datetime_64 check that also allows timezones | 30 January 2019, 14:27:49 UTC |
652bd1b | Andreas Knaut | 25 January 2019, 15:55:00 UTC | use different datetime_64 check that also allows timezones | 26 January 2019, 14:46:58 UTC |
9ce47b8 | Kevin Sheppard | 08 January 2019, 11:06:15 UTC | Merge pull request #268 from bashtage/var-forecast-example BUG/DOC: Fix bug in ppf and add example | 08 January 2019, 11:06:15 UTC |
c64b1ba | Kevin Sheppard | 08 January 2019, 10:08:09 UTC | BUG/DOC: Fix bug in ppf and add example Add example shoing VaR forecasting Fix bug in ppf that resulted in an invalid check | 08 January 2019, 10:22:17 UTC |
1a7572d | Kevin Sheppard | 07 January 2019, 18:01:49 UTC | Merge pull request #267 from bashtage/extended-iid-bootstrap ENH: Add bootstrap for data with uneven sample lengths | 07 January 2019, 18:01:49 UTC |
aa8ab23 | Kevin Sheppard | 07 January 2019, 08:33:50 UTC | ENH: Add bootstrap for data with uneven sample lengths Add a boot strap that assumes independence and works with data with uneven sample lengths | 07 January 2019, 17:20:28 UTC |
f78f7ce | Kevin Sheppard | 07 January 2019, 13:06:14 UTC | Merge pull request #266 from bashtage/internalize-data DOC: Internalize data | 07 January 2019, 13:06:14 UTC |
8ec3620 | Kevin Sheppard | 06 January 2019, 18:50:36 UTC | DOC: Internalize data Internalize the data so that notebooks can be tested on Travis | 07 January 2019, 12:21:50 UTC |
098c236 | Kevin Sheppard | 04 January 2019, 19:03:34 UTC | Merge pull request #264 from bashtage/arch-lm-test ENH: Add ARCH LM test | 04 January 2019, 19:03:34 UTC |
b49823d | Kevin Sheppard | 04 January 2019, 17:43:25 UTC | ENH: Add ARCH LM test Add ARCH LM test to model results | 04 January 2019, 17:49:33 UTC |
a1a73a6 | Kevin Sheppard | 04 January 2019, 10:53:04 UTC | Merge pull request #263 from bashtage/fix-adf-short-time-series BUG: Ensure ADF has sufficient obs | 04 January 2019, 10:53:04 UTC |
0a7805e | Kevin Sheppard | 04 January 2019, 09:51:08 UTC | BUG: Ensure ADF has sufficient obs Ensure that ADF autolag has sufficient observations in short time series closes #262 | 04 January 2019, 09:51:41 UTC |
8a3c5ff | Kevin Sheppard | 21 December 2018, 14:48:18 UTC | DOC: Improve documentation Fix some broken examples Fix minor typos | 21 December 2018, 14:48:18 UTC |
bbfc9cd | Kevin Sheppard | 20 December 2018, 15:39:14 UTC | CLN: Fix flakes errors Update for isort introduced flake8 errors | 20 December 2018, 15:39:14 UTC |
146c488 | Kevin Sheppard | 20 December 2018, 14:29:00 UTC | ENH: Enable random state to be set when initializing bootstrap Process kwarg for random_state in a specail step | 20 December 2018, 14:29:00 UTC |
9e6b1dd | Kevin Sheppard | 20 December 2018, 11:29:01 UTC | DOC: Be explicit abotu random_state Be explicit that random_state can only be set after bootstrap is created close #259 | 20 December 2018, 11:31:17 UTC |
2f1f6c9 | Kevin Sheppard | 13 December 2018, 00:50:54 UTC | Merge pull request #258 from bashtage/figarch ENH: Add FIGARCH volatility process | 13 December 2018, 00:50:54 UTC |
04cb8ab | Kevin Sheppard | 10 December 2018, 23:39:38 UTC | ENH: Add FIGARCH volatility process Add fractionally integrated variance process | 12 December 2018, 23:50:49 UTC |
8e573f6 | Kevin Sheppard | 07 December 2018, 16:40:52 UTC | CLN: Remove unnecesssary print Remove print in unit root testing closes #257 | 07 December 2018, 16:40:52 UTC |
ac753b5 | Kevin Sheppard | 18 November 2018, 16:29:28 UTC | Merge pull request #255 from gliptak/patch-1 Correct deepcopy import | 18 November 2018, 16:29:28 UTC |
09c83de | Gábor Lipták | 18 November 2018, 15:54:48 UTC | Correct deepcopy import https://lgtm.com/projects/g/bashtage/arch/alerts?mode=list | 18 November 2018, 15:54:48 UTC |
f0902e6 | Kevin Sheppard | 15 November 2018, 16:30:04 UTC | ENH: Ensure all ppf and cdf accept scalars Add scalar path when missing Add test for scalar path | 15 November 2018, 16:30:04 UTC |
8da411f | Kevin Sheppard | 13 November 2018, 00:20:04 UTC | Merge pull request #254 from bashtage/add-cdf-ppf-normal ENH: Add cdf and ppf for each distribution | 13 November 2018, 00:20:04 UTC |
8b3a141 | Kevin Sheppard | 12 November 2018, 12:25:04 UTC | ENH: Add cdf and ppf for each distribution Add cdf and ppf for each distribution to simplify some tasks closes #253 | 12 November 2018, 17:00:10 UTC |
7131de2 | Kevin Sheppard | 06 November 2018, 10:24:04 UTC | BLD: Use long-form pytest version Use long-form pytest version to workaround pytest bug | 06 November 2018, 10:24:04 UTC |
25adac9 | Kevin Sheppard | 06 November 2018, 10:08:32 UTC | REF: Avoid unnecessary work in forecast Only compute long-run variance forecasts where needed xref #252 | 06 November 2018, 10:11:45 UTC |
59ba99c | Kevin Sheppard | 15 October 2018, 14:41:52 UTC | DOC: Update change log Update for recent changes | 15 October 2018, 14:41:52 UTC |
4c206de | Kevin Sheppard | 15 October 2018, 14:41:06 UTC | Merge pull request #249 from bashtage/user-backcast ENH/BUG: Add ability for user to set backcast | 15 October 2018, 14:41:06 UTC |
a5103ba | Kevin Sheppard | 15 October 2018, 11:32:14 UTC | ENH/BUG: Add ability for user to set backcast Add user ability to set backcast Fix bug where models with 0 parameters were treated as having parameters | 15 October 2018, 11:32:14 UTC |
64bd165 | Kevin Sheppard | 11 October 2018, 13:57:26 UTC | Merge pull request #247 from bashtage/forward-port3 DOC: Small doc formatting | 11 October 2018, 13:57:26 UTC |
a60b045 | Kevin Sheppard | 11 October 2018, 13:25:30 UTC | DOC: Small doc formatting Improve doc formatting | 11 October 2018, 13:25:30 UTC |
b0b1df0 | Kevin Sheppard | 10 October 2018, 15:20:04 UTC | Merge pull request #246 from bashtage/more-forward REF: Switch to AbstractDocStringInheritor | 10 October 2018, 15:20:04 UTC |
84cabe6 | Kevin Sheppard | 10 October 2018, 14:17:29 UTC | REF: Switch to AbstractDocStringInheritor Switch to ADSI rather than DSI Update DocStringInheritor to work with Python 2.7 properties | 10 October 2018, 14:18:25 UTC |