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This repository has been archived by the owner on May 9, 2024. It is now read-only.

Releases: tingiskhan/stoch-proc

v0.3.2: Hotfix selfexciting process (#36)

09 Apr 10:52
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* 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

25 Feb 09:18
d335b5a
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Adds option to use Bernoulli or Poisson (#35)

v0.3.0: Feautre/remove dynamic code (#34)

11 Feb 07:09
647bf00
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* 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)

06 Feb 19:02
676da80
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* Adds HMM

* Removes r

* Doc

* Fixes HMM

* Adds to changelog

* Bumpver

* Docs and black

v0.2.5: Feature/use delta (#31)

04 Feb 18:29
bc342cc
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* 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)

01 Feb 18:43
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* Adds reference

* Adds cyclical

* Fixes cyclical, error in statsmodels docs

* Adds test

* Meta

v0.2.3: Fix/bug fix double (#29)

30 Jan 07:18
f86a8c1
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* 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

16 Jan 17:52
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Bug fix

v0.2.1: Fix/use tuple (#28)

14 Jan 09:13
829501f
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* Uses tuple

* Bump version

* Changelog

v0.2.0: Fix/unify api (#27)

14 Jan 08:06
aaeee81
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* 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