Skip to content

Releases: s-broda/ARCHModels.jl

v1.0.0

06 Feb 15:09
v1.0.0
Compare
Choose a tag to compare

v0.6.0

08 Dec 16:19
v0.6.0
24ecd1d
Compare
Choose a tag to compare

v0.6.0 (2019-12-08)

Diff since v0.5.3

Merged pull requests:

  • work around specfun issue 186, bump specfun/statsfuns, bump version (#42) (s-broda)

v0.5.3

06 Nov 17:48
v0.5.3
Compare
Choose a tag to compare

Maintenance release

29 Oct 19:00
Compare
Choose a tag to compare
  • remove REQUIRE
  • fix a typo in docs
  • upper-bound all dependencies to enable automerge of new version

Documentation

16 Oct 14:38
Compare
Choose a tag to compare
Documentation Pre-release
Pre-release

This release contains no code changes, it only updates the docs.

Multivariate

01 Oct 17:08
Compare
Choose a tag to compare
Multivariate Pre-release
Pre-release

This release adds the ability to estimate multivariate models, in the form of CCC and DCC models.

Compatibility release

20 Jun 15:37
Compare
Choose a tag to compare
Compatibility release Pre-release
Pre-release

This fixes compatibility (in tests and doctests) with StatsBase v0.30.0, which is now the required minimum.

Regressions

05 Apr 17:04
9bd20df
Compare
Choose a tag to compare
Regressions Pre-release
Pre-release

This version supports linear regressions as mean equations, including from GLM.jl.

ARMA

22 Mar 15:02
Compare
Choose a tag to compare
ARMA Pre-release
Pre-release

This release adds the capability to add ARMA terms to the mean equation.

Initial release

21 Feb 20:16
Compare
Choose a tag to compare
Initial release Pre-release
Pre-release
v0.1.0

fix uuid