v0.1.3

ScoreDrivenModels v0.1.3

Diff since v0.1.2

Closed issues:

• fit_stats double printing (#110)

Merged pull requests:

• Fix show overload sometimes double printing (#112) (@raphaelsaavedra)

v0.1.2

ScoreDrivenModels v0.1.2

Diff since v0.1.1

Merged pull requests:

• New examples (#106) (@guilhermebodin)
• Improve organization of examples (#107) (@raphaelsaavedra)
• Add comment on GARCH data (#108) (@guilhermebodin)
• Avoid double printing in examples (#109) (@raphaelsaavedra)

v0.1.1

ScoreDrivenModels v0.1.1

Diff since v0.1.0

Closed issues:

• Add Beta with 3 parameters (#54)
• Benchmarks should not be on the estimation. (#56)
• Add interface to choose time_varying_params based on their types (#59)
• Add Student's t distribution (#67)
• Improve Distributions documentation (#75)
• Add tests for forecasting and simulation (#82)
• Fix link documentation (#91)
• Improve fitting prints (#92)
• Verbose 0 should not print the rounds in the fit method (#96)

Merged pull requests:

• Install TagBot as a GitHub Action (#68) (@JuliaTagBot)
• Fix forecast and change from seed to initial_point in the optimization context (#69) (@guilhermebodin)
• Better docs (#70) (@guilhermebodin)
• Add some docs and adjust forecast methods (#72) (@guilhermebodin)
• Add Exponential distribution (#74) (@guilhermebodin)
• Improve examples (#76) (@raphaelsaavedra)
• Add LogitNormal distribution (#77) (@guilhermebodin)
• Add Chi Squared distribution (#78) (@guilhermebodin)
• Bump dependencies (#79) (@raphaelsaavedra)
• Add Chi distribution (#80) (@guilhermebodin)
• Fix error methods (#81) (@raphaelsaavedra)
• Add simulation test (#83) (@raphaelsaavedra)
• Improve distribution tests (#85) (@guilhermebodin)
• Fix returns and add tests for commun interface (#86) (@guilhermebodin)
• Add location scale student t distribution (#87) (@guilhermebodin)
• Add TDist (#88) (@guilhermebodin)
• Add beta location scale and dont cheat at tests (#89) (@guilhermebodin)
• Add table with distributions and docs for common interface (#90) (@guilhermebodin)
• Improve estimation prints (#93) (@guilhermebodin)
• fix omega print (#95) (@guilhermebodin)
• Fitted quantiles and SDMForecast (#98) (@guilhermebodin)
• Add negative binomial distribution (#99) (@guilhermebodin)
• Add parameters forecast (#100) (@guilhermebodin)
• Fix exponent in docs (#102) (@raphaelsaavedra)
• Add installation and citation to readme (#103) (@raphaelsaavedra)
• Update docs to match readme (#104) (@raphaelsaavedra)
• Minor improvements to docs (#105) (@raphaelsaavedra)

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)