swh:1:snp:d7cd4867c335577b1b09043f65aeb6d95a54799a

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Revision Author Date Message Commit Date
caf342d DOC: Fix docstrings Fix broken docstrings Add changes Prepare for release 4.11 22 November 2019, 15:27:13 UTC
217ee8e DOC: Improve model results Improve model results documentation 22 November 2019, 14:55:45 UTC
6f4b4e4 Merge pull request #326 from bashtage/std-resid-doc-results ENH/DOC: Add std_resid and improve result doc 22 November 2019, 14:28:21 UTC
a67eecd ENH/DOC: Add std_resid and improve result doc Improve results doc by moving to stand alone pages Add std_resid property to resutls closes #325 22 November 2019, 13:10:23 UTC
d219237 Merge pull request #324 from bashtage/bootstrap-array-check ENH: Enforce type when creating bootstraps 11 November 2019, 21:25:55 UTC
40e86f5 ENH: Enforce type when creating bootstraps Raise if inputs are not ndarray, DataFrame or Series closes #315 11 November 2019, 20:19:45 UTC
2609f34 Merge pull request #322 from bashtage/studentization-error ENH: Add check for 0 covariance in studentization 05 November 2019, 16:32:48 UTC
61f7d47 ENH: Add check for 0 covariance in studentization Ensure covariance is positive and meaningfully large 05 November 2019, 15:11:54 UTC
6434d57 Merge pull request #318 from bashtage/add-import-array MAINT: Add import array 14 October 2019, 10:53:22 UTC
c2fe9e3 MAINT: Add import array Add call to check for Spyder compatibility 14 October 2019, 09:16:57 UTC
81ceedd DOC: Restructure the docs Restructure to be simpler to read 20 September 2019, 15:07:03 UTC
755ae57 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 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 DOC: Add logo to readme Add logo 31 August 2019, 09:02:55 UTC
3a27ec1 RLS: 4.9.1 Release 4.9.1 commit 31 August 2019, 08:44:39 UTC
90cd8c6 RLS: Release 4.9 Release 4.9 commit 30 August 2019, 09:01:17 UTC
46731c7 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 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 DOC: Improve doc appearance Improve docs Fix links 29 August 2019, 07:58:03 UTC
42afc40 DOC: Fix small doc issue 29 August 2019, 00:53:23 UTC
916041b Merge pull request #311 from bashtage/lgtm ENH: Remove Python 2.7 compat 28 August 2019, 16:04:57 UTC
abf3a71 ENH: Remove Python 2.7 compat Remove 2.7 compat shims Improve the docs 28 August 2019, 15:54:29 UTC
231485b Merge pull request #310 from bashtage/improve-docs DOC: Improve the appearance of docs 28 August 2019, 12:35:51 UTC
087f541 DOC: Improve the appearance of docs Add a better structure 28 August 2019, 12:35:11 UTC
bf1abd4 DOC: Change the theme on the docs (#309) Update to sphinx-material 27 August 2019, 23:07:29 UTC
7afac85 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 Merge pull request #307 from bashtage/autoscale ENH: Add rescale options to ARCH models 07 August 2019, 23:19:35 UTC
74f13f2 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 Merge pull request #299 from bashtage/clean-up MAINT: Clean up test noise 04 July 2019, 09:28:52 UTC
b7c4261 MAINT: Clean up test noise Silence some test noise Make some functions as private 04 July 2019, 07:43:51 UTC
520af66 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 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 Merge pull request #296 from mikedeltalima/test-bca-jackknife fix bca calculation 21 June 2019, 15:34:29 UTC
2fb8292 refactor BCa bias and acceleration calculation 20 June 2019, 18:05:55 UTC
00bc620 add test for acceleration parameter, used saved outcomes for ci and b 19 June 2019, 20:18:29 UTC
dc6f186 Merge pull request #297 from bashtage/dist-parameters ENH: Clarify need for parameters 19 June 2019, 17:53:24 UTC
d1aeae7 ENH: Clarify need for parameters Require parameters for cdf and ppf closes #295 19 June 2019, 15:33:57 UTC
d688566 remove unused variables 18 June 2019, 20:57:49 UTC
6e51312 just use hardcoded interval from R 18 June 2019, 20:16:44 UTC
ee91f5d use random seed for observations 18 June 2019, 20:11:20 UTC
4049bb7 add r test 18 June 2019, 07:38:16 UTC
aa0b0bd change bca calculation 18 June 2019, 06:47:04 UTC
a1f3f6e Merge pull request #294 from bashtage/loo-center BUG: Fix center for loo jackknife 13 June 2019, 16:44:43 UTC
072e415 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 Merge pull request #293 from bashtage/optim-results ENH: Expose optimzation results 11 June 2019, 21:58:24 UTC
98ea129 ENH: Expose optimzation results Expose optimization results to allow end users to verify convergence closes #292 11 June 2019, 21:23:04 UTC
497819e Merge pull request #291 from bashtage/bootstrap-randomstate-mean ENH: Expose random_state in mean forecast 31 May 2019, 19:42:39 UTC
dce2b92 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 Merge pull request #287 from bashtage/fix-vr BUG: Fix bugs in VarianceRatio 18 April 2019, 19:26:01 UTC
e2d2fd1 BUG: Fix bugs in VarianceRatio Fix variance for overlapping variance estiamtors closes #286 18 April 2019, 19:03:07 UTC
f545506 Merge pull request #283 from bashtage/use-test-function BLD: Use test in testing 08 April 2019, 13:05:11 UTC
5324970 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 BLD: Use test in testing Use test to ensure package can be tested from an installations 28 March 2019, 22:48:42 UTC
b19b712 DOC: Update changelog [skip ci] 28 March 2019, 18:28:15 UTC
ffe9746 Merge pull request #282 from bashtage/fix-imports BUG: Fix import locations 28 March 2019, 18:25:57 UTC
55bdd9b BUG: Fix import locations Fix import locations to make sure corrrect module is imported 28 March 2019, 16:33:37 UTC
864a7df Merge pull request #281 from bashtage/numpy-tz-datetime-fix MAINT: Fix future warning in datetime 28 March 2019, 12:02:52 UTC
ea67ac0 Merge pull request #280 from bashtage/restore-coverage BLD: Add covered build without numba 28 March 2019, 08:56:06 UTC
5d3a12e MAINT: Fix future warning in datetime Ensure timezone information is normalized before comparrisons are made 28 March 2019, 08:53:27 UTC
010a05a ENH: Update performance warninng message Clarify performance warning message 28 March 2019, 00:13:08 UTC
83b45c5 BLD: Add covered build without numba Add coverage for code the requires numba to be absent 27 March 2019, 18:40:54 UTC
e8251a0 Merge pull request #279 from bashtage/test-pyargs BLD: Use pyargs to test 27 March 2019, 14:23:01 UTC
59ead55 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 BLD: Add pyproject file Add pyproject file so that binary deps are available 27 March 2019, 12:41:27 UTC
d14f0c7 BLD: Update setup to include package data Switch method used to include package data 27 March 2019, 12:31:02 UTC
34183b4 Merge pull request #278 from bashtage/rls-4.8 DOC: Prepare for 4.8 release 27 March 2019, 11:28:46 UTC
5e1645c DOC: Prepare for 4.8 release 27 March 2019, 09:24:20 UTC
54fc67e Merge pull request #277 from bashtage/fix-appveyor TST: Fix failure on appveyor 22 March 2019, 22:23:05 UTC
273be95 TST: Fix failure on appveyor Remvoe test path pin on Windows [skip travis] 22 March 2019, 22:02:19 UTC
777d9ba Merge pull request #276 from bashtage/za-unit-root ENH: Add Zivot-Andrews test 19 March 2019, 22:25:27 UTC
67180d2 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 Merge pull request #275 from bashtage/kpss-autolag ENH: Add KPSS autolag method 19 March 2019, 13:11:24 UTC
3d11190 ENH: Add KPSS autolag method Add KPSS autolag method to use data-dependent lag selection 19 March 2019, 12:28:14 UTC
d37eede Merge pull request #274 from bashtage/update-setup BLD/ENH: Allow building wheels without Cython 05 March 2019, 12:24:20 UTC
b2aa7ac 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 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 use different datetime_64 check that also allows timezones 26 January 2019, 14:46:58 UTC
9ce47b8 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 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 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 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 Merge pull request #266 from bashtage/internalize-data DOC: Internalize data 07 January 2019, 13:06:14 UTC
8ec3620 DOC: Internalize data Internalize the data so that notebooks can be tested on Travis 07 January 2019, 12:21:50 UTC
098c236 Merge pull request #264 from bashtage/arch-lm-test ENH: Add ARCH LM test 04 January 2019, 19:03:34 UTC
b49823d ENH: Add ARCH LM test Add ARCH LM test to model results 04 January 2019, 17:49:33 UTC
a1a73a6 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 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 DOC: Improve documentation Fix some broken examples Fix minor typos 21 December 2018, 14:48:18 UTC
bbfc9cd CLN: Fix flakes errors Update for isort introduced flake8 errors 20 December 2018, 15:39:14 UTC
146c488 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 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 Merge pull request #258 from bashtage/figarch ENH: Add FIGARCH volatility process 13 December 2018, 00:50:54 UTC
04cb8ab ENH: Add FIGARCH volatility process Add fractionally integrated variance process 12 December 2018, 23:50:49 UTC
8e573f6 CLN: Remove unnecesssary print Remove print in unit root testing closes #257 07 December 2018, 16:40:52 UTC
ac753b5 Merge pull request #255 from gliptak/patch-1 Correct deepcopy import 18 November 2018, 16:29:28 UTC
09c83de Correct deepcopy import https://lgtm.com/projects/g/bashtage/arch/alerts?mode=list 18 November 2018, 15:54:48 UTC
f0902e6 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 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 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 BLD: Use long-form pytest version Use long-form pytest version to workaround pytest bug 06 November 2018, 10:24:04 UTC
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