v0.1.0

v0.1.0 (2020-02-04)

Diff since 34eaaa29a2b18b4be55f08f81bb53860ad70a37b

Closed issues:

• Link interface should not be defined for each distribution (#50)
• Accelerate with StaticArrays (#49)
• Create some prints with estimation results (#48)
• Check results with ARCHModels.jl (#45)
• Performance of GAS Beta needs improvement (#31)
• Scalings other than 0.0 not working (#30)
• Test estimation of GAS(1, 1) for some distributions (#24)
• Multiple simulations function (#21)
• Add Travis and register version 0.1.0 (#19)
• Implement tests for the score file (#8)
• Implement season GAS_Sarima dynamic initialization (#7)
• Improve type system (#5)
• Add scores, fischer informations and loglik with proofs and tests (#3)
• Be able to simulate GAS(1, 1) for any distribution (#1)

Merged pull requests:

• Rename the package to registry (#65) (guilhermebodin)
• Correct travis-ci script (#64) (guilhermebodin)
• Add Installation and Contributing sections (#63) (guilhermebodin)
• Forecast with confidence intervals (#62) (guilhermebodin)
• Change file name to avoid errors (#61) (raphaelsaavedra)
• changed the name to GAS (#60) (guilhermebodin)
• Better print (#58) (guilhermebodin)
• Estimation statistics and prints (#57) (guilhermebodin)
• Benchmark recursion (#53) (guilhermebodin)
• changed some EstimationResult to FittedSDM (#51) (guilhermebodin)
• Garch 1 1 (#47) (guilhermebodin)
• fix initial params extra allocations (#46) (guilhermebodin)
• Return some estimation results (#44) (guilhermebodin)
• Added forecast and simulate function (#43) (guilhermebodin)
• Major improvements in performance (#42) (guilhermebodin)
• Fix initial parameters logic (#41) (guilhermebodin)
• Added some benchmarks to work on (#40) (guilhermebodin)
• Link function from distributions are never used (#39) (guilhermebodin)
• Added logit link (#38) (guilhermebodin)
• use MathJax (#37) (raphaelsaavedra)
• fix docstring (#36) (raphaelsaavedra)
• improve docs and readme (#35) (raphaelsaavedra)
• Better link interface and docs (#34) (guilhermebodin)
• fix scaling (#33) (guilhermebodin)
• improve tests, fix scaling call (#32) (raphaelsaavedra)
• add compat and fix deprecations (#29) (raphaelsaavedra)
• add badges to readme (#27) (raphaelsaavedra)
• add travis and codecov (#26) (raphaelsaavedra)
• Add Weibull distribution (#25) (guilhermebodin)
• Change from GAS_Sarima to GAS (#23) (guilhermebodin)
• start docs, add lognormal example (#18) (raphaelsaavedra)
• Update README.md (#17) (raphaelsaavedra)
• add gamma and remove expectations dependence (#16) (raphaelsaavedra)
• Added pearson residuals (#15) (guilhermebodin)
• Diagnostics (#14) (guilhermebodin)
• Update exponential link (#13) (guilhermebodin)
• added dynamic initial params (#12) (guilhermebodin)
• Added Log normal distribution (#11) (guilhermebodin)
• added tests for generic log lik and score (#10) (guilhermebodin)
• fix loglik normal (#9) (andrewrosemberg)
• Improve types (#6) (guilhermebodin)
• Major updates in the code base (#4) (guilhermebodin)