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bashtage/arch: Release 4.12

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


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  <identifier identifierType="DOI">10.5281/zenodo.3634761</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>Matt Judell</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>M. Rabba</creatorName>
    </creator>
    <creator>
      <creatorName>jbrockmendel</creatorName>
    </creator>
  </creators>
  <titles>
    <title>bashtage/arch: Release 4.12</title>
  </titles>
  <publisher>Zenodo</publisher>
  <publicationYear>2020</publicationYear>
  <dates>
    <date dateType="Issued">2020-02-03</date>
  </dates>
  <resourceType resourceTypeGeneral="Software"/>
  <alternateIdentifiers>
    <alternateIdentifier alternateIdentifierType="url">https://zenodo.org/record/3634761</alternateIdentifier>
  </alternateIdentifiers>
  <relatedIdentifiers>
    <relatedIdentifier relatedIdentifierType="URL" relationType="IsSupplementTo">https://github.com/bashtage/arch/tree/4.12</relatedIdentifier>
    <relatedIdentifier relatedIdentifierType="DOI" relationType="IsVersionOf">10.5281/zenodo.593254</relatedIdentifier>
  </relatedIdentifiers>
  <version>4.12</version>
  <rightsList>
    <rights rightsURI="info:eu-repo/semantics/openAccess">Open Access</rights>
  </rightsList>
  <descriptions>
    <description descriptionType="Abstract">&lt;ul&gt;
&lt;li&gt;Added typing support to all classes, functions, and methods.&lt;/li&gt;
&lt;li&gt;Fixed an issue that caused tests to fail on SciPy 1.4+.&lt;/li&gt;
&lt;li&gt;Dropped support for Python 3.5 inline with NEP 29.&lt;/li&gt;
&lt;li&gt;Added methods to compute moment and lower partial moments for standardized
residuals. See, for example, &lt;code&gt;SkewStudent.moment&lt;/code&gt; and &lt;code&gt;SkewStudent.partial_moment&lt;/code&gt;.&lt;/li&gt;
&lt;li&gt;Fixed a bug that produced an OverflowError when a time series has no variance.&lt;/li&gt;
&lt;/ul&gt;</description>
  </descriptions>
</resource>
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