From caf342daab74f450b91bf1ac41d79789625e7098 Mon Sep 17 00:00:00 2001 From: Kevin Sheppard Date: Fri, 22 Nov 2019 15:25:07 +0000 Subject: [PATCH] DOC: Fix docstrings Fix broken docstrings Add changes Prepare for release 4.11 --- arch/univariate/base.py | 4 ++++ arch/univariate/distribution.py | 4 ++-- doc/source/changes/4.0.txt | 5 +++-- 3 files changed, 9 insertions(+), 4 deletions(-) diff --git a/arch/univariate/base.py b/arch/univariate/base.py index e3fdf10d06..cf2506078d 100644 --- a/arch/univariate/base.py +++ b/arch/univariate/base.py @@ -1414,6 +1414,8 @@ def scale(self): def conf_int(self, alpha=0.05): """ + Parameter confidence intervals + Parameters ---------- alpha : float, optional @@ -1575,10 +1577,12 @@ def rsquared(self): @cached_property def fit_start(self): + """Start of sample used to estimate parameters""" return self._fit_indices[0] @cached_property def fit_stop(self): + """End of sample used to estimate parameters""" return self._fit_indices[1] @cached_property diff --git a/arch/univariate/distribution.py b/arch/univariate/distribution.py index 5f05beabbd..9f3012be36 100644 --- a/arch/univariate/distribution.py +++ b/arch/univariate/distribution.py @@ -417,11 +417,11 @@ def ppf(self, pits, parameters=None): class SkewStudent(Distribution): r""" - Standardized Skewed Student's [1]_ distribution for use with ARCH models + Standardized Skewed Student's distribution for use with ARCH models Notes ----- - The Standardized Skewed Student's distribution takes two parameters, + The Standardized Skewed Student's distribution ([1]_) takes two parameters, :math:`\eta` and :math:`\lambda`. :math:`\eta` controls the tail shape and is similar to the shape parameter in a Standardized Student's t. :math:`\lambda` controls the skewness. When :math:`\lambda=0` the diff --git a/doc/source/changes/4.0.txt b/doc/source/changes/4.0.txt index 3a4d16e22d..2905f1711e 100644 --- a/doc/source/changes/4.0.txt +++ b/doc/source/changes/4.0.txt @@ -2,8 +2,9 @@ Version 4 ========= -Since 4.10 -========== +Release 4.11 +============ +- Added :func:`~arch.univariate.base.ARCHModelResult.std_resid` (:issue:`326`). - Error if inputs are not ndarrays, DataFrames or Series (:issue:`315`). - 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