change from fit_stats to results (#124)

Author: guilhermebodin

examples/ane.jl

@@ -19,7 +19,7 @@ initial_params = dynamic_initial_params(y_train, gas)
 f = ScoreDrivenModels.fit!(gas, y_train; initial_params=initial_params)
 
 # Print estimation statistics
-fit_stats(f)
+results(f)
 
 # Simulate 1000 future scenarios and obtain the 5% and 95% quantiles in each time period
 forec = forecast(y_train, gas, 60; S=1000, initial_params=initial_params)

examples/cpichg.jl

@@ -27,7 +27,7 @@ gas = Model(1, 1, TDistLocationScale, 0.0, time_varying_params=[1, 2])
 f = fit!(gas, y; opt_method=LBFGS(gas, 5))
 
 # Print estimation statistics
-fit_stats(f)
+results(f)
 
 # Perform forecast via simulations for 12 time periods ahead
 forec = forecast(y, gas, 12)

examples/garch.jl

@@ -43,4 +43,4 @@ f = fit!(
 )
 
 # Print estimation statistics
-fit_stats(f)
+results(f)

src/MLE.jl

@@ -1,4 +1,4 @@
-export fit, fit!, fit_stats
+export fit, fit!, results
 
 const DEFAULT_INITIAL_PARAM = NaN.*ones(1, 1)
 const DEFAULT_NUM_SEEDS = 3
@@ -32,7 +32,7 @@ struct EstimationStats{D <: Distribution, T <: AbstractFloat}
     coefs_stats::CoefsStats{T}
 end
 
-function fit_stats(f::Fitted{D, T}) where {D, T}
+function results(f::Fitted{D, T}) where {D, T}
     estim_results = eval_coefs_stats(f)
     np = length(f.unknowns)
     return EstimationStats{D, T}(f.num_obs, f.llk, f.aic, f.bic, np, estim_results)

test/utils.jl

@@ -223,7 +223,7 @@ function test_GARCH_1_1(y, seed::Int, optimizer; atol = 1e-4, rtol = 1e-4)
     lb = [-1.0; 0.0; 0.0; 0.0]
     gas = Model(1, 1, Normal, 1.0, time_varying_params = [2])
     f = fit!(gas, y; initial_params = ini, verbose = 2, opt_method = optimizer(gas, 10; ub = ub, lb = lb))
-    show(stdout, fit_stats(f))
+    show(stdout, results(f))
 
     @test gas.ω[1] - -0.00616637237701241 ≈ 0 atol = atol rtol = rtol
     @test gas.ω[2] - 0.010760592759725487 ≈ 0 atol = atol rtol = rtol