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bashtage/arch: Release 4.11

Kevin Sheppard; Stanislav Khrapov; Gábor Lipták; mikedeltalima; Rob Capellini; esvhd; Hugle; JPN; Xavier RENE-CORAIL; Michael E. Rose; MRabba; jbrockmendel


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  <identifier identifierType="DOI">10.5281/zenodo.3551028</identifier>
  <creators>
    <creator>
      <creatorName>Kevin Sheppard</creatorName>
    </creator>
    <creator>
      <creatorName>Stanislav Khrapov</creatorName>
      <affiliation>DB Schenker</affiliation>
    </creator>
    <creator>
      <creatorName>Gábor Lipták</creatorName>
    </creator>
    <creator>
      <creatorName>mikedeltalima</creatorName>
    </creator>
    <creator>
      <creatorName>Rob Capellini</creatorName>
      <affiliation>@volatility</affiliation>
    </creator>
    <creator>
      <creatorName>esvhd</creatorName>
    </creator>
    <creator>
      <creatorName>Hugle</creatorName>
    </creator>
    <creator>
      <creatorName>JPN</creatorName>
      <affiliation>Bonjournal</affiliation>
    </creator>
    <creator>
      <creatorName>Xavier RENE-CORAIL</creatorName>
      <affiliation>@github</affiliation>
    </creator>
    <creator>
      <creatorName>Michael E. Rose</creatorName>
      <affiliation>Max Planck Institute for Innovation and Competition</affiliation>
    </creator>
    <creator>
      <creatorName>MRabba</creatorName>
    </creator>
    <creator>
      <creatorName>jbrockmendel</creatorName>
    </creator>
  </creators>
  <titles>
    <title>bashtage/arch: Release 4.11</title>
  </titles>
  <publisher>Zenodo</publisher>
  <publicationYear>2019</publicationYear>
  <dates>
    <date dateType="Issued">2019-11-22</date>
  </dates>
  <resourceType resourceTypeGeneral="Software"/>
  <alternateIdentifiers>
    <alternateIdentifier alternateIdentifierType="url">https://zenodo.org/record/3551028</alternateIdentifier>
  </alternateIdentifiers>
  <relatedIdentifiers>
    <relatedIdentifier relatedIdentifierType="URL" relationType="IsSupplementTo">https://github.com/bashtage/arch/tree/4.11</relatedIdentifier>
    <relatedIdentifier relatedIdentifierType="DOI" relationType="IsVersionOf">10.5281/zenodo.593254</relatedIdentifier>
  </relatedIdentifiers>
  <version>4.11</version>
  <rightsList>
    <rights rightsURI="info:eu-repo/semantics/openAccess">Open Access</rights>
  </rightsList>
  <descriptions>
    <description descriptionType="Abstract">&lt;p&gt;This is a feature and bug release.&lt;/p&gt;
&lt;ul&gt;
&lt;li&gt;Added &lt;code&gt;ARCHModelResult.std_resid&lt;/code&gt;&lt;/li&gt;
&lt;li&gt;Error in bootstraps if inputs are not ndarrays, DataFrames or Series.&lt;/li&gt;
&lt;li&gt;Added a check that the covariance is non-zero when using "studentized" confidence intervals.
If the function bootstrapped produces statistics with 0 variance, it is not possible to
studentized.&lt;/li&gt;
&lt;/ul&gt;</description>
  </descriptions>
</resource>
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