There is a newer version of this record available.

Software Open Access

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


MARC21 XML Export

<?xml version='1.0' encoding='UTF-8'?>
<record xmlns="http://www.loc.gov/MARC21/slim">
  <leader>00000nmm##2200000uu#4500</leader>
  <controlfield tag="005">20200203164219.0</controlfield>
  <controlfield tag="001">3551028</controlfield>
  <datafield tag="700" ind1=" " ind2=" ">
    <subfield code="u">DB Schenker</subfield>
    <subfield code="a">Stanislav Khrapov</subfield>
  </datafield>
  <datafield tag="700" ind1=" " ind2=" ">
    <subfield code="a">Gábor Lipták</subfield>
  </datafield>
  <datafield tag="700" ind1=" " ind2=" ">
    <subfield code="a">mikedeltalima</subfield>
  </datafield>
  <datafield tag="700" ind1=" " ind2=" ">
    <subfield code="u">@volatility</subfield>
    <subfield code="a">Rob Capellini</subfield>
  </datafield>
  <datafield tag="700" ind1=" " ind2=" ">
    <subfield code="a">esvhd</subfield>
  </datafield>
  <datafield tag="700" ind1=" " ind2=" ">
    <subfield code="a">Hugle</subfield>
  </datafield>
  <datafield tag="700" ind1=" " ind2=" ">
    <subfield code="u">Bonjournal</subfield>
    <subfield code="a">JPN</subfield>
  </datafield>
  <datafield tag="700" ind1=" " ind2=" ">
    <subfield code="u">@github</subfield>
    <subfield code="a">Xavier RENE-CORAIL</subfield>
  </datafield>
  <datafield tag="700" ind1=" " ind2=" ">
    <subfield code="u">Max Planck Institute for Innovation and Competition</subfield>
    <subfield code="a">Michael E. Rose</subfield>
  </datafield>
  <datafield tag="700" ind1=" " ind2=" ">
    <subfield code="a">MRabba</subfield>
  </datafield>
  <datafield tag="700" ind1=" " ind2=" ">
    <subfield code="a">jbrockmendel</subfield>
  </datafield>
  <datafield tag="856" ind1="4" ind2=" ">
    <subfield code="s">1872774</subfield>
    <subfield code="z">md5:9a55091e156a3fdbfb1e628394a1026e</subfield>
    <subfield code="u">https://zenodo.org/record/3551028/files/bashtage/arch-4.11.zip</subfield>
  </datafield>
  <datafield tag="542" ind1=" " ind2=" ">
    <subfield code="l">open</subfield>
  </datafield>
  <datafield tag="260" ind1=" " ind2=" ">
    <subfield code="c">2019-11-22</subfield>
  </datafield>
  <datafield tag="909" ind1="C" ind2="O">
    <subfield code="p">software</subfield>
    <subfield code="o">oai:zenodo.org:3551028</subfield>
  </datafield>
  <datafield tag="100" ind1=" " ind2=" ">
    <subfield code="a">Kevin Sheppard</subfield>
  </datafield>
  <datafield tag="245" ind1=" " ind2=" ">
    <subfield code="a">bashtage/arch: Release 4.11</subfield>
  </datafield>
  <datafield tag="540" ind1=" " ind2=" ">
    <subfield code="a">Other (Open)</subfield>
  </datafield>
  <datafield tag="650" ind1="1" ind2="7">
    <subfield code="a">cc-by</subfield>
    <subfield code="2">opendefinition.org</subfield>
  </datafield>
  <datafield tag="520" ind1=" " ind2=" ">
    <subfield code="a">&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;</subfield>
  </datafield>
  <datafield tag="773" ind1=" " ind2=" ">
    <subfield code="n">url</subfield>
    <subfield code="i">isSupplementTo</subfield>
    <subfield code="a">https://github.com/bashtage/arch/tree/4.11</subfield>
  </datafield>
  <datafield tag="773" ind1=" " ind2=" ">
    <subfield code="n">doi</subfield>
    <subfield code="i">isVersionOf</subfield>
    <subfield code="a">10.5281/zenodo.593254</subfield>
  </datafield>
  <datafield tag="024" ind1=" " ind2=" ">
    <subfield code="a">10.5281/zenodo.3551028</subfield>
    <subfield code="2">doi</subfield>
  </datafield>
  <datafield tag="980" ind1=" " ind2=" ">
    <subfield code="a">software</subfield>
  </datafield>
</record>
2,614
519
views
downloads
All versions This version
Views 2,614121
Downloads 51916
Data volume 662.1 MB30.0 MB
Unique views 2,281112
Unique downloads 28415

Share

Cite as