Commits · master · ra499 / Regime Shifts · GitLab

06 Nov, 2021 1 commit
- Updates the module docstring · 4d76d759
  ra499 authored Nov 06, 2021
  
  4d76d759
20 Jun, 2020 1 commit
- Adds kwargs to var method · e97358fc
  ra499 authored Jun 20, 2020
  
  e97358fc
13 Jun, 2020 1 commit
- Fixes bug when indexes are dates estimating kendall tau · 9b512cdd
  ra499 authored Jun 13, 2020
  
  9b512cdd
12 Jun, 2020 3 commits
- Minor improvement in the documentation · 5231577e
  ra499 authored Jun 12, 2020
  
  5231577e
- tests the scaling facotr in the Gaussian kernel smoothing · 812b78f2
  ra499 authored Jun 12, 2020
  
  812b78f2
- Scales the truncate parameter in the gaussian_det function · dd15a50c
  ra499 authored Jun 12, 2020
  
  dd15a50c
11 Jun, 2020 3 commits
- Adds the jupyter notebook that compares this library functions with equivalent R packages · a83ca25f
  ra499 authored Jun 11, 2020
  
  a83ca25f
- Documents the function as_detect and fixes a minor bug related to the pad variable · b3ec84d7
  ra499 authored Jun 11, 2020
  
  b3ec84d7
- Adds the scaling factor to the bandwidth of the Gaussian kernel smoother · ae7a45c1
  ra499 authored Jun 11, 2020
  
  ae7a45c1
23 Mar, 2020 4 commits
- Documents gaussian_det method · 2d498df9
  polaris authored Mar 23, 2020
  
  2d498df9
- Incorporates a validation function as a decorator for the methods. Incorporates the lag parameter · d882c252
  polaris authored Mar 23, 2020
  
  d882c252
- Documentation small improvement · 885689dd
  polaris authored Mar 23, 2020
  
  885689dd
- Estimates the autoregresive model using the pandas rolling function · b526ea98
  polaris authored Mar 23, 2020
  
  b526ea98
23 Jan, 2020 5 commits
- Includes the variance in the bootstrap method · 29a7a081
  polaris authored Jan 23, 2020
  
  29a7a081
- Renames function sample_rs removing Uppercase · 13894a61
  polaris authored Jan 23, 2020
  
  13894a61
- Adds the method bootstrap to test significance of a Kendall value · bee6622b
  polaris authored Jan 23, 2020
  
  bee6622b
- Class Regime_shift created incorportating the function as_detect and sample_rs · 2398d21d
  polaris authored Jan 23, 2020
  
  2398d21d
- Renames as_detect to regime_shifts · 1a3cd04d
  polaris authored Jan 23, 2020
  
  1a3cd04d
08 Dec, 2019 2 commits
- Fixes the indexing for the ar1 method · 1fb18f3e
  polaris authored Dec 08, 2019
  
  1fb18f3e
- Fixes the error for the index assignation in the ar1 method · a04ab676
  polaris authored Dec 08, 2019
  
  a04ab676
06 Dec, 2019 2 commits
- Adds a small docstring to the class and the script · 4934eb35
  polaris authored Dec 06, 2019
  
  4934eb35
- Defines Ews as a class and the previous functions as methods · 78defba3
  polaris authored Dec 06, 2019
  
  78defba3
05 Dec, 2019 1 commit
- Changes the author name · e8b8615e
  polaris authored Dec 05, 2019
  
  e8b8615e
04 Dec, 2019 1 commit
- Adds the first version of all files · 8e5d02b8
  ra499 authored Dec 04, 2019
  
  8e5d02b8