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Releases: tingiskhan/stoch-proc
Releases · tingiskhan/stoch-proc
v0.3.2: Hotfix selfexciting process (#36)
* Refactoring * [Bugs] SelfExciting intensity and Double Exponential bugs have been fixed. * Fix * Correct initial distribution * Fix for icdf * Version bump * Black * Float --------- Co-authored-by: Andrea Veronese <andrea.veronese@fairmat.com> Co-authored-by: Victor <victor.tingstrom@gmail.com>
v0.3.1
Adds option to use Bernoulli or Poisson (#35)
v0.3.0: Feautre/remove dynamic code (#34)
* Removes logic pertaining to running parameter transforms * Skips check every time... * Version * Bug fix * Minor fix * Some fixes * Removes transform * Fix for HMM * Docs * Has rsample * Adds hierarchical * Broadcasting * Minor improvement * Docs * Improvement * Use categorical ffs * Changelog * Removes tricky and unused timeseries model * Black * isort * Correct expansion and moves to logic * Fix * Black * Fix
v0.2.6: Feature/hmm (#33)
* Adds HMM * Removes r * Doc * Fixes HMM * Adds to changelog * Bumpver * Docs and black
v0.2.5: Feature/use delta (#31)
* Use delta for initial value timeseries * Changelog and bimp version * Skip batch checking in _param_transform and do on init * Fix for sigma * Use delta and cleanup * Adds support for expanding parameters of models * Implements expand for all * Docs * Minor fix * Can now utilize mutlidimensional * Adds test * Minor fixes * Improves joint logic * Better check * Copy paste fix * Make private * Speed up joint propagation * Adds more complicated test * Skips complex expand and adds for SSM * Simpler representation * Define variable once * Changelog * Formatting
v0.2.4: Feature/improved cyclical (#30)
* Adds reference * Adds cyclical * Fixes cyclical, error in statsmodels docs * Adds test * Meta
v0.2.3: Fix/bug fix double (#29)
* Bug fix for sampling * Fixes exponentials * Uses explicit instead * Fix * Improvements * Re-utilizes negative exponential * Bug fix * Slightly more verbose * Simplified process * NB
v0.2.2
Bug fix
v0.2.1: Fix/use tuple (#28)
* Uses tuple * Bump version * Changelog
v0.2.0: Fix/unify api (#27)
* Rename and improved initialization * Skips initialization and imrpoved yield parameters * Removes test * Minor improvement * Uses a common mixin for initialization * Bumps version * Fixes test * Black * Now use context based method for easier overriding * Adds test * Version * Message * Changelog * USes nan