| 994e1bc | Kevin Sheppard | 02 September 2017, 23:05:03 UTC | Merge pull request #192 from bashtage/estimate-ewma ENH: Allow estimation of EWMA Variance parameters | 02 September 2017, 23:05:03 UTC |
| 6a36dc7 | Kevin Sheppard | 02 September 2017, 07:14:24 UTC | ENH: Allow estimation of EWMA Variance parameters Allow estimation of EWMA variance parameter along with other model parameters | 02 September 2017, 22:45:55 UTC |
| 1b2be26 | Kevin Sheppard | 23 August 2017, 23:06:31 UTC | Merge pull request #190 from bashtage/summary-repr ENH: Switch repr of results to summary | 23 August 2017, 23:06:31 UTC |
| f67f2f5 | Kevin Sheppard | 23 August 2017, 22:42:32 UTC | CLN: Avoid overflow Avoid overflow warning when using exp in EGARCH | 23 August 2017, 22:42:32 UTC |
| 59e5b3f | Kevin Sheppard | 23 August 2017, 21:53:32 UTC | ENH: Switch repr of results to summary Show summary when a results instance is repr'd | 23 August 2017, 22:00:00 UTC |
| ef52881 | Kevin Sheppard | 30 July 2017, 20:50:37 UTC | Merge pull request #187 from bashtage/deprecate-spelling-mistake Deprecate spelling mistake | 30 July 2017, 20:50:37 UTC |
| 02dcbf6 | Kevin Sheppard | 30 July 2017, 19:12:30 UTC | DEP: Add test for deprecated module Add test for deprecated module | 30 July 2017, 19:19:10 UTC |
| ee60326 | Kevin Sheppard | 29 July 2017, 15:36:56 UTC | DEP: Formally deprecate misspelled module Re-add renamed module with deprecation warning | 29 July 2017, 15:38:19 UTC |
| 80b65ad | Kevin Sheppard | 29 July 2017, 11:54:17 UTC | Merge pull request #186 from gliptak/comparrison Rename multiple_comparrison to multiple_comparison | 29 July 2017, 11:54:17 UTC |
| 43c1a97 | Gábor Lipták | 28 July 2017, 21:22:53 UTC | Rename multiple_comparrison to multiple_comparison Signed-off-by: Gábor Lipták <gliptak@gmail.com> | 28 July 2017, 21:22:53 UTC |
| 322d132 | Kevin Sheppard | 28 July 2017, 07:52:08 UTC | Merge pull request #185 from gliptak/hoood1 Rename loglikelihoood to loglikelihood | 28 July 2017, 07:52:08 UTC |
| d13a40f | Kevin Sheppard | 28 July 2017, 07:51:48 UTC | Merge pull request #184 from gliptak/doc2 Correct doc typos | 28 July 2017, 07:51:48 UTC |
| bcaf2b7 | Gábor Lipták | 27 July 2017, 23:43:55 UTC | Rename loglikelihoood to loglikelihood Signed-off-by: Gábor Lipták <gliptak@gmail.com> | 28 July 2017, 01:37:29 UTC |
| 42fa926 | Gábor Lipták | 27 July 2017, 23:39:02 UTC | Correct doc typos Signed-off-by: Gábor Lipták <gliptak@gmail.com> | 27 July 2017, 23:39:02 UTC |
| 1e2a9f7 | Kevin Sheppard | 26 July 2017, 12:34:30 UTC | DOC: Fix incorrect alternative hypothesis Fix incorrect hypothesis statement in SPA | 26 July 2017, 12:34:30 UTC |
| 5a40c29 | Kevin Sheppard | 25 July 2017, 08:56:16 UTC | Merge pull request #183 from bashtage/fix-mcs BUG: Fix bug in MCS for max method | 25 July 2017, 08:56:16 UTC |
| 55aa49e | Kevin Sheppard | 25 July 2017, 08:34:01 UTC | BUG: Fix bug in MCS for max method Fix bug where final included model was not included | 25 July 2017, 08:52:19 UTC |
| 3685697 | Kevin Sheppard | 23 July 2017, 20:05:32 UTC | Merge pull request #181 from gliptak/patch-4 Correct doc link in README | 23 July 2017, 20:05:32 UTC |
| 8b0bfb6 | Kevin Sheppard | 23 July 2017, 20:05:02 UTC | Merge pull request #182 from gliptak/doc1 Correct doc typos | 23 July 2017, 20:05:02 UTC |
| ecc7ed9 | Gábor Lipták | 23 July 2017, 16:01:26 UTC | Correct doc typos Signed-off-by: Gábor Lipták <gliptak@gmail.com> | 23 July 2017, 16:01:26 UTC |
| 7e6192d | Gábor Lipták | 23 July 2017, 15:46:45 UTC | Correct doc link in README | 23 July 2017, 15:46:45 UTC |
| 2efb64b | Kevin Sheppard | 18 July 2017, 07:55:22 UTC | DOC: Ensure version is included in docs Refactor doc build to ensure version is correct | 18 July 2017, 08:01:54 UTC |
| 6a9b5a1 | Kevin Sheppard | 17 July 2017, 08:11:08 UTC | DOC: Fix small formatting errors Fix bullet point issues Modify travis to ensure verion is correct | 17 July 2017, 08:28:08 UTC |
| bc0587f | Kevin Sheppard | 17 July 2017, 07:54:40 UTC | DOC: Ensure tags are pulled when building docs Pull tags when building docs | 17 July 2017, 07:54:40 UTC |
| 469dda8 | Kevin Sheppard | 16 July 2017, 21:29:46 UTC | Merge pull request #179 from bashtage/doctr DOC: automatic doc build using doctr | 16 July 2017, 21:29:46 UTC |
| 33e191f | Kevin Sheppard | 16 July 2017, 20:02:38 UTC | DOC: automatic doc build using doctr Use doctr to build up-to-date docs | 16 July 2017, 21:03:33 UTC |
| 401090f | Kevin Sheppard | 16 July 2017, 13:51:19 UTC | DOC/TST: Fix typos and reorg testing Fix many typos in documentation Reorganzie tests to reside in own directory | 16 July 2017, 14:09:33 UTC |
| 9c9f9a9 | Kevin Sheppard | 16 July 2017, 06:36:16 UTC | Merge pull request #178 from gliptak/patch-3 Correct doc typos | 16 July 2017, 06:36:16 UTC |
| 5b79a00 | Gábor Lipták | 16 July 2017, 01:53:34 UTC | Correct doc typos | 16 July 2017, 01:53:34 UTC |
| 1f5b130 | Kevin Sheppard | 07 July 2017, 08:45:40 UTC | Merge pull request #174 from bashtage/new-kpss-critical-values ENH: Add new KPSS critical values | 07 July 2017, 08:45:40 UTC |
| 1bae681 | Admin | 07 July 2017, 08:00:17 UTC | ENH: Add new KPSS critical values Improve resolution of KPSS critical values | 07 July 2017, 08:45:22 UTC |
| 4b55e4a | Kevin Sheppard | 07 July 2017, 08:44:04 UTC | Merge pull request #175 from bashtage/re-add-matplotlib TST: Update travis | 07 July 2017, 08:44:04 UTC |
| f8a3165 | Kevin Sheppard | 17 February 2017, 22:31:02 UTC | TST: Update travis Update travis to include matplotlib | 07 July 2017, 08:04:12 UTC |
| 2898a87 | Kevin Sheppard | 06 July 2017, 09:00:57 UTC | Merge pull request #173 from bashtage/kpss-simulation-improvements ENH: Improve KPSS crit val simulation | 06 July 2017, 09:00:57 UTC |
| 66dd1a7 | Kevin Sheppard | 05 July 2017, 10:24:19 UTC | ENH: Improve KPSS crit val simulation Improve simulation to improve resolution for small pvals Update so that it works in current python Fix small LGTM issue with bootstrap init | 05 July 2017, 10:49:52 UTC |
| 7ec3a67 | Kevin Sheppard | 29 June 2017, 18:19:39 UTC | SETUP: Refactor setup to simplify no-binary install Allow automatic detection of no compiler | 29 June 2017, 18:49:50 UTC |
| 67f1483 | Kevin Sheppard | 21 June 2017, 22:41:14 UTC | Merge pull request #172 from bashtage/fix-warnings CLN: Silence small warnings | 21 June 2017, 22:41:14 UTC |
| 079e851 | Kevin Sheppard | 21 June 2017, 14:20:32 UTC | CLN: Silence small warnings Ensure variable is set Ensure file is closed | 21 June 2017, 14:20:32 UTC |
| c4fae24 | Kevin Sheppard | 30 March 2017, 17:36:53 UTC | Merge pull request #169 from bashtage/fix-starting-values BUG: Change starting values scale to improve accuracy | 30 March 2017, 17:36:53 UTC |
| 65deafc | Kevin Sheppard | 30 March 2017, 17:18:26 UTC | BUG: Change startign values scale to improve accuracy Change power in starting value intercept scale closes #168 | 30 March 2017, 17:18:26 UTC |
| 68caf54 | Kevin Sheppard | 21 March 2017, 11:48:35 UTC | Prepare for 4.1 release Small changes to build to prepare for 4.1 release | 21 March 2017, 13:45:14 UTC |
| 6b98474 | Kevin Sheppard | 13 March 2017, 13:05:23 UTC | Merge pull request #166 from bashtage/absolute-imports COMPAT: Att absolute import | 13 March 2017, 13:05:23 UTC |
| 3b3d4aa | Kevin Sheppard | 12 March 2017, 12:00:37 UTC | COMPAT: Att absolute import Add absolute import ot improve cross Python compat | 12 March 2017, 12:00:37 UTC |
| bfa3d87 | Kevin Sheppard | 23 February 2017, 23:18:11 UTC | Merge pull request #163 from bashtage/fastmath PERF: Enable fastmath for numba | 23 February 2017, 23:18:11 UTC |
| 635f439 | Kevin Sheppard | 23 February 2017, 22:33:45 UTC | PERF: Enable fastmath for numba Enable fastmath for numba jit code | 23 February 2017, 23:02:20 UTC |
| 9331a88 | Kevin Sheppard | 22 February 2017, 23:55:59 UTC | Merge pull request #162 from bashtage/add-coveragerc TST: Update travis to correct coveragerc | 22 February 2017, 23:55:59 UTC |
| 0c4e3f4 | Kevin Sheppard | 22 February 2017, 23:47:05 UTC | TST: Update travis to correct coveragerc Update coveragerc location | 22 February 2017, 23:47:05 UTC |
| 569825a | Kevin Sheppard | 21 February 2017, 12:06:57 UTC | TST: More meaningful coverage Alter covererage to provide better measure | 21 February 2017, 12:06:57 UTC |
| 9216bc1 | Kevin Sheppard | 21 February 2017, 12:03:36 UTC | Merge pull request #161 from bashtage/performance-testing PERF: Add seperate performance testing | 21 February 2017, 12:03:36 UTC |
| 4bae058 | Kevin Sheppard | 21 February 2017, 11:08:18 UTC | PERF: Add seperate performance testing Add performance testing outside of formal test Update travis for more modern config | 21 February 2017, 11:53:26 UTC |
| 03dcfc2 | Kevin Sheppard | 15 February 2017, 17:18:13 UTC | DOC: Small fixes for problems in docs Fix github issue link Fix extra tick | 15 February 2017, 17:18:13 UTC |
| 83b01ce | Kevin Sheppard | 07 February 2017, 18:32:53 UTC | Merge pull request #159 from bashtage/modindex DOC: Add module index locations | 07 February 2017, 18:32:53 UTC |
| b939621 | Kevin Sheppard | 07 February 2017, 18:11:33 UTC | DOC: Add module index locations Add locations so that py-modindex is generated [skip ci] | 07 February 2017, 18:11:33 UTC |
| f1f769f | Kevin Sheppard | 05 February 2017, 18:10:13 UTC | DOC: Restore doc build strategy | 05 February 2017, 18:10:13 UTC |
| 16c553e | Kevin Sheppard | 05 February 2017, 17:50:35 UTC | Merge pull request #158 from bashtage/update-travis TST/DOC: Improve travis and doc generation | 05 February 2017, 17:50:35 UTC |
| 2e67b41 | Kevin Sheppard | 05 February 2017, 17:38:49 UTC | TST/DOC: Improve travis and doc generation Update Python 3.6 to use numba Add numpydoc to sphinx | 05 February 2017, 17:38:49 UTC |
| b487c76 | Kevin Sheppard | 05 February 2017, 17:15:48 UTC | Merge pull request #157 from bashtage/fix-fixing-parameters BUG: Fix doesn't work with new models | 05 February 2017, 17:15:48 UTC |
| cf2006f | Kevin Sheppard | 05 February 2017, 16:59:45 UTC | BUG: Fix doesn't work with new models Fix regression in fix that was introduced when first_ and last_obs were added Add first_obs and last_obs options to fix Add test for these cases closes #156 | 05 February 2017, 17:06:29 UTC |
| fa0882f | Kevin Sheppard | 23 January 2017, 19:40:58 UTC | Merge pull request #155 from bashtage/add-fixed-variance-doc DOC: Add FixedVariance to documentation | 23 January 2017, 19:40:58 UTC |
| 486dfd8 | Kevin Sheppard | 23 January 2017, 19:29:58 UTC | DOC: Add FixedVariance to documentation Add FixedVariance to documentation Expose FixedVariance in arch.univariate [skip ci] | 23 January 2017, 19:31:38 UTC |
| 53cb504 | Kevin Sheppard | 19 January 2017, 13:10:32 UTC | Merge pull request #152 from bashtage/switch-sphinx-theme DOC: Update sphinx theme for self-hosted docs | 19 January 2017, 13:10:32 UTC |
| 3620700 | Kevin Sheppard | 19 January 2017, 13:09:04 UTC | DOC: Update sphinx theme for self-hosted docs Switch to guzzle theme for self hosted [skip ci] | 19 January 2017, 13:09:04 UTC |
| 82c2209 | Kevin Sheppard | 17 January 2017, 22:39:58 UTC | Merge pull request #151 from bashtage/var-bounds-fix BUG: Fix error in variance bound violation | 17 January 2017, 22:39:58 UTC |
| 61548f9 | Kevin Sheppard | 17 January 2017, 22:14:06 UTC | BUG: Fix error in variance bound violation Prevent variance from going negative by only taking log of number greater than or equal to 1 closes #150 | 17 January 2017, 22:14:06 UTC |
| ddac624 | Kevin Sheppard | 17 January 2017, 16:45:36 UTC | Merge pull request #149 from bashtage/doc-whatsnew-4 DOC: Fixed variance example | 17 January 2017, 16:45:36 UTC |
| b61639d | Kevin Sheppard | 17 January 2017, 16:42:37 UTC | DOC: Fixed variance example Add example showing the use of FixedVariance Small doc corrections Copyright update [skip ci] | 17 January 2017, 16:43:58 UTC |
| 148e434 | Kevin Sheppard | 17 January 2017, 15:28:59 UTC | Merge pull request #148 from bashtage/fixed-variance-process ENH: Add fixed variance process | 17 January 2017, 15:28:59 UTC |
| a236f17 | Kevin Sheppard | 16 January 2017, 15:41:13 UTC | ENH: Add fixed variance process Add a fixed variance process to enable fitting mean models with pre-specificed variances. | 17 January 2017, 15:16:54 UTC |
| 7ec3c5c | Kevin Sheppard | 04 January 2017, 13:15:37 UTC | Merge pull request #146 from bashtage/autolag-perf-fix ENH: Improve performnace for lag length selection | 04 January 2017, 13:15:37 UTC |
| 4233402 | Kevin Sheppard | 04 January 2017, 13:02:19 UTC | ENH: Improve performnace for lag length selection Improve performance for lag length selection by avoiding multiple calls to OLS | 04 January 2017, 13:02:19 UTC |
| 87f96e1 | Kevin Sheppard | 03 January 2017, 00:06:45 UTC | Merge pull request #145 from bashtage/parallel-pytest TST: Parallel test execution | 03 January 2017, 00:06:45 UTC |
| deaac94 | Kevin Sheppard | 02 January 2017, 23:55:45 UTC | TST: Parallel test execution Enable parallel test execution | 02 January 2017, 23:56:44 UTC |
| d92a420 | Kevin Sheppard | 02 January 2017, 23:50:51 UTC | Merge pull request #144 from bashtage/add-versioneer Add versioneer | 02 January 2017, 23:50:51 UTC |
| f603d02 | Kevin Sheppard | 02 January 2017, 22:15:07 UTC | CLN: Add versioneer for version generation Add versioneer to automatically generate versions | 02 January 2017, 23:38:16 UTC |
| c8b5136 | Kevin Sheppard | 02 January 2017, 11:03:16 UTC | Merge pull request #143 from bashtage/add-python-36-testing TST: Add testing for Python 3.6 | 02 January 2017, 11:03:16 UTC |
| 9810eb1 | Kevin Sheppard | 02 January 2017, 10:13:23 UTC | TST: Add testing for Python 3.6 Add travis config to test against Python 3.6 Skip matplotlib if not available for testing | 02 January 2017, 10:47:18 UTC |
| 95ea749 | Kevin Sheppard | 30 December 2016, 13:46:37 UTC | Merge pull request #142 from bashtage/remove-unnecessary-files CLN: Remove binary and compiled pyx files | 30 December 2016, 13:46:37 UTC |
| ede2d2b | Kevin Sheppard | 30 December 2016, 13:38:52 UTC | CLN: Remove binary and compiled pyx files Remove unnecessary files accidentally added | 30 December 2016, 13:38:52 UTC |
| a6abd51 | Kevin Sheppard | 29 December 2016, 21:34:42 UTC | Merge branch 'master' of https://github.com/bashtage/arch | 29 December 2016, 21:34:42 UTC |
| 38cc632 | Kevin Sheppard | 29 December 2016, 21:33:58 UTC | BLD: Update conda build recipe Update conda build recipe for 4.0 [skip ci] | 29 December 2016, 21:33:58 UTC |
| f2eb57e | Kevin Sheppard | 29 December 2016, 20:48:19 UTC | Merge pull request #141 from bashtage/release-4.0 RLS: Release of version 4.0 | 29 December 2016, 20:48:19 UTC |
| 1ed64c7 | Kevin Sheppard | 29 December 2016, 20:32:37 UTC | RLS: Release of version 4.0 Version 4.0 featuring variance forecasting | 29 December 2016, 20:32:37 UTC |
| bb05482 | Kevin Sheppard | 29 December 2016, 19:53:45 UTC | Merge pull request #140 from bashtage/finish-egarch-tests TST: Add egarch and rm2006 tests | 29 December 2016, 19:53:45 UTC |
| 610d9e8 | Kevin Sheppard | 23 December 2016, 20:47:50 UTC | TST: Add egarch and rm2006 tests Add formal tests for egarch and rm2006 models Clean up test_array Remove unnecessary smoke tests | 29 December 2016, 19:34:29 UTC |
| 51a187c | Kevin Sheppard | 23 December 2016, 19:20:56 UTC | CLN: PEP-8 compliance Fix PEP-8 errors | 23 December 2016, 19:20:56 UTC |
| c650bf5 | Kevin Sheppard | 23 December 2016, 19:11:37 UTC | CLN: Clean up docstring Clean docstrings to be more consistent Improve intellisense Add test for ar1-garch forecasting | 23 December 2016, 19:11:37 UTC |
| 7395e10 | Kevin Sheppard | 23 December 2016, 00:07:15 UTC | Merge pull request #139 from bashtage/refactor-first-last REF: Refactor first and last obs to return values | 23 December 2016, 00:07:15 UTC |
| be25e05 | Kevin Sheppard | 22 December 2016, 23:52:16 UTC | REF: Refactor first and last obs to return values Add tests for first and last observation Add tests for equivalence with other methods | 22 December 2016, 23:54:57 UTC |
| edfb927 | Kevin Sheppard | 22 December 2016, 13:31:03 UTC | Merge pull request #138 from bashtage/egarch-forecasting ENH: Add EGARCH simulation/bootstrap forecasting | 22 December 2016, 13:31:03 UTC |
| a89952b | Kevin Sheppard | 22 December 2016, 12:46:08 UTC | ENH: Add EGARCH simulation/bootstrap forecasting Add path for simulation forecasting of EGARCH models Add smoke tests of code | 22 December 2016, 12:46:08 UTC |
| c2e40e7 | Kevin Sheppard | 22 December 2016, 10:25:45 UTC | Merge pull request #137 from bashtage/easier-win32-install BLD: Improve Win32 experience | 22 December 2016, 10:25:45 UTC |
| aada43c | Kevin Sheppard | 22 December 2016, 10:12:33 UTC | BLD: Improve Win32 experience Allow tests to be run even if Cython not used in install Allow win32 install without special switches | 22 December 2016, 10:15:40 UTC |
| 2458741 | Kevin Sheppard | 22 December 2016, 09:42:04 UTC | Merge pull request #136 from bashtage/fix-hedgehog-plot ENH: Update hedgehog plot to plot mean or volatility | 22 December 2016, 09:42:04 UTC |
| 4eb8161 | Kevin Sheppard | 22 December 2016, 09:08:03 UTC | ENH: Update hedgehog plot to plot mean or volatility Add volatility option to hedge hog plot | 22 December 2016, 09:36:46 UTC |
| 16d9ea7 | Kevin Sheppard | 21 December 2016, 17:40:37 UTC | Merge pull request #135 from bashtage/finish-arch-test TST: Complete ARCH test | 21 December 2016, 17:40:37 UTC |
| 28afd9d | Kevin Sheppard | 21 December 2016, 16:51:14 UTC | TST: Complete ARCH test Complete ARCH(1) test Add minimal tests for EGARCH forecast | 21 December 2016, 17:35:03 UTC |
| 8faa431 | Kevin Sheppard | 21 December 2016, 15:12:14 UTC | Merge pull request #134 from bashtage/reduce-test-size TST: Reduce test size to allow 32-bit tests | 21 December 2016, 15:12:14 UTC |
| 2f37309 | Kevin Sheppard | 21 December 2016, 14:53:26 UTC | TST: Reduce test size to allow 32-bit tests Reduce data size to allow 32-bit tests to pass | 21 December 2016, 14:53:26 UTC |
| fef7246 | Kevin Sheppard | 21 December 2016, 14:48:42 UTC | Merge pull request #133 from bashtage/update-travis TST: Move coverage to 2.7 branch | 21 December 2016, 14:48:42 UTC |
| 4d72e77 | Kevin Sheppard | 21 December 2016, 14:28:29 UTC | TST: Move coverage to 2.7 branch Move coverage so 3.5 and 2.7 are covered | 21 December 2016, 14:28:29 UTC |
