tweak precompilation and bump version (#111)

s-broda · May 2, 2023 · dff4f48 · dff4f48 · s-broda · May 2, 2023
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commit dff4f48
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Showing 2 changed files with 22 additions and 19 deletions.
diff --git a/Project.toml b/Project.toml
@@ -1,7 +1,7 @@
 name = "ARCHModels"
 uuid = "6d3278bc-c23a-5105-85e5-0d57d2bf684f"
 authors = ["Simon Broda <simon.broda@alumni.ethz.ch> and contributors."]
-version = "2.3.3"
+version = "2.3.4"
 
 [deps]
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"

diff --git a/src/ARCHModels.jl b/src/ARCHModels.jl
@@ -65,32 +65,35 @@ include("tests.jl")
 include("multivariatearchmodel.jl")
 include("multivariatestandardizeddistributions.jl")
 include("DCC.jl")
-@static if VERSION >= v"1.9"
+@static if VERSION >= v"1.9.0-alpha1"
 	@compile_workload begin
 		io = IOBuffer()
 		se = stderr
 		redirect_stderr()
 		# autocor(BG96.^2, 1:4, demean=true)
-		m = selectmodel(TGARCH, BG96)
+		# m = selectmodel(TGARCH, BG96)
+		# show(io, m)
+		m = fit(GARCH{1, 1}, BG96)
 		show(io, m)
-		m = fit(GARCH{1, 1}, BG96; dist=StdT)
-		show(io, m)
-		m = fit(GARCH{1, 1}, BG96; dist=StdSkewT)
-		show(io, m)
-		m = fit(GARCH{1, 1}, BG96; dist=StdGED)
+		m = fit(EGARCH{1, 1, 1}, BG96)
 		show(io, m)
+
+		# m = fit(GARCH{1, 1}, BG96; dist=StdSkewT)
+		# show(io, m)
+		# m = fit(GARCH{1, 1}, BG96; dist=StdGED)
+		#show(io, m)
 		ARCHLMTest(m, 4)
-		vars = VaRs(m, 0.05)
-		predict(m, :volatility; level=0.01)
-		t = DQTest([1., 2.], [.1, .1], .01)
-		show(io, t)
-		m = selectmodel(EGARCH, BG96)
-		show(io, m)
-		m = selectmodel(ARMA, BG96)
-		show(io, m)
-		m = fit(DCC, DOW29)
-		show(io, m)
-		simulate(GARCH{1, 1}([1., .9, .05]), 1000; warmup=500, meanspec=Intercept(5.), dist=StdT(3.))
+		# vars = VaRs(m, 0.05)
+		# predict(m, :volatility; level=0.01)
+		# t = DQTest([1., 2.], [.1, .1], .01)
+		# show(io, t)
+		# m = selectmodel(EGARCH, BG96)
+		# show(io, m)
+		# m = selectmodel(ARMA, BG96)
+		# show(io, m)
+		# m = fit(DCC, DOW29)
+		# show(io, m)
+		# simulate(GARCH{1, 1}([1., .9, .05]), 1000; warmup=500, meanspec=Intercept(5.), dist=StdT(3.))
 		redirect_stderr(se)
 	end # precompile block
 end # if