Published November 22, 2019
| Version 4.11
Software
Open
bashtage/arch: Release 4.11
Authors/Creators
- 1. DB Schenker
- 2. @volatility
- 3. Bonjournal
- 4. @github
- 5. Max Planck Institute for Innovation and Competition
Description
This is a feature and bug release.
- Added
ARCHModelResult.std_resid - Error in bootstraps if inputs are not ndarrays, DataFrames or Series.
- 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.
Files
bashtage/arch-4.11.zip
Files
(1.9 MB)
| Name | Size | Download all |
|---|---|---|
|
md5:9a55091e156a3fdbfb1e628394a1026e
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1.9 MB | Preview Download |
Additional details
Related works
- Is supplement to
- https://github.com/bashtage/arch/tree/4.11 (URL)