Releases: s-broda/ARCHModels.jl
Releases · s-broda/ARCHModels.jl
v1.0.0
v1.0.0 (2020-02-06)
v0.6.0
v0.6.0 (2019-12-08)
Merged pull requests:
v0.5.3
v0.5.3 (2019-11-06)
Maintenance release
- remove REQUIRE
- fix a typo in docs
- upper-bound all dependencies to enable automerge of new version
Documentation
This release contains no code changes, it only updates the docs.
Multivariate
This release adds the ability to estimate multivariate models, in the form of CCC and DCC models.
Compatibility release
This fixes compatibility (in tests and doctests) with StatsBase v0.30.0, which is now the required minimum.
Regressions
This version supports linear regressions as mean equations, including from GLM.jl.
ARMA
Initial release
v0.1.0 fix uuid