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Fix fitted_mean docstring (#137)
* Fix fitted_mean docstring * Update Project.toml
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-4
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Project.toml

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@@ -1,7 +1,7 @@
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name = "ScoreDrivenModels"
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uuid = "4a87933e-d659-11e9-0e65-7f40dedd4a3a"
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authors = ["guilhermebodin <[email protected]>, raphaelsaavedra <[email protected]>"]
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version = "0.1.9"
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version = "0.1.10"
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[deps]
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Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"

src/univariate_score_driven_recursion.jl

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@@ -127,9 +127,11 @@ function update_param_tilde!(param_tilde::Matrix{T}, ω::Vector{T}, A::Dict{Int,
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end
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"""
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fitted_mean(gas::Model{D, T}, observations::Vector{T}, initial_params::Vector{T}) where {D, T}
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fitted_mean(gas::Model{D, T}, observations::Vector{T};
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initial_params::Matrix{T}=stationary_initial_params(gas)) where {D, T}
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return the fitted mean.. #TODO
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Returns the fitted mean of the in-sample series, i.e., the mean of the predictive
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distribution at each time step using the fitted parameters in `gas`.
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"""
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function fitted_mean(gas::Model{D, T}, observations::Vector{T};
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initial_params::Matrix{T} = stationary_initial_params(gas)) where {D, T}
@@ -147,4 +149,4 @@ function fitted_mean(gas::Model{D, T}, observations::Vector{T};
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end
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return fitted_mean
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end
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end

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