changed the name to GAS (#60)

Author: guilhermebodin

Project.toml

@@ -1,4 +1,4 @@
-name = "ScoreDrivenModels"
+name = "GAS"
 uuid = "4a87933e-d659-11e9-0e65-7f40dedd4a3a"
 authors = ["guilhermebodin <[email protected]>"]
 version = "0.1.0"

README.md

@@ -1,16 +1,16 @@
-# ScoreDrivenModels.jl
+# GAS.jl
 
 | **Build Status** | **Coverage** | **Documentation** |
 |:-----------------:|:-----------------:|:-----------------:|
-| [![Build Status][build-img]][build-url] | [![Codecov branch][codecov-img]][codecov-url] |[![](https://img.shields.io/badge/docs-latest-blue.svg)](https://lampspuc.github.io/ScoreDrivenModels.jl/latest/)
+| [![Build Status][build-img]][build-url] | [![Codecov branch][codecov-img]][codecov-url] |[![](https://img.shields.io/badge/docs-latest-blue.svg)](https://lampspuc.github.io/GAS.jl/latest/)
 
-[build-img]: https://travis-ci.org/LAMPSPUC/ScoreDrivenModels.jl.svg?branch=master
-[build-url]: https://travis-ci.org/LAMPSPUC/ScoreDrivenModels.jl
+[build-img]: https://travis-ci.org/LAMPSPUC/GAS.jl.svg?branch=master
+[build-url]: https://travis-ci.org/LAMPSPUC/GAS.jl
 
-[codecov-img]: https://codecov.io/gh/LAMPSPUC/ScoreDrivenModels.jl/coverage.svg?branch=master
-[codecov-url]: https://codecov.io/gh/LAMPSPUC/ScoreDrivenModels.jl?branch=master
+[codecov-img]: https://codecov.io/gh/LAMPSPUC/GAS.jl/coverage.svg?branch=master
+[codecov-url]: https://codecov.io/gh/LAMPSPUC/GAS.jl?branch=master
 
-ScoreDrivenModels.jl is a Julia package for modeling, forecasting and simulating time series with score-driven models, also known as dynamic conditional score models (DCS) or generalized autoregressive score models (GAS). Implementations are based on the paper [Generalized Autoregressive Models with Applications](http://dx.doi.org/10.1002/jae.1279) by D. Creal, S. J. Koopman and A. Lucas.
+GAS.jl is a Julia package for modeling, forecasting and simulating time series with score-driven models, also known as dynamic conditional score models (DCS) or generalized autoregressive score models (GAS). Implementations are based on the paper [Generalized Autoregressive Models with Applications](http://dx.doi.org/10.1002/jae.1279) by D. Creal, S. J. Koopman and A. Lucas.
 
 # Features
 * Autoregressive structure

bench/benchmark_estimate.jl

@@ -1,4 +1,4 @@
-using ScoreDrivenModels, Distributions, BenchmarkTools, Random, Test
+using GAS, Distributions, BenchmarkTools, Random, Test
 
 include("test/utils.jl")
 
@@ -7,7 +7,7 @@ scaling = 0.0
 A = [0.2 0; 0 0.2]
 B = [0.2 0; 0 0.2]
 simulation = simulate_GAS_1_1(Beta, scaling, ω, A, B, 1)
-gas = GAS(1, 1, Beta, scaling)
+gas = GAS.Model(1, 1, Beta, scaling)
 gas.ω = ω
 gas.A[1] = A
 gas.B[1] = B
@@ -34,8 +34,8 @@ p = 1
 q = 1
 num_seeds = 3
 @benchmark begin
-    gas = GAS($p, $q, $Beta, $scaling)
-    opt_method = ScoreDrivenModels.LBFGS(gas, $num_seeds)
+    gas = GAS.Model($p, $q, $Beta, $scaling)
+    opt_method = GAS.LBFGS(gas, $num_seeds)
     fit!(gas, $simulation; verbose = $verbose, opt_method = opt_method)
 end
 # BenchmarkTools.Trial:
@@ -60,8 +60,8 @@ p = 1
 q = 1
 num_seeds = 3
 @benchmark begin
-    gas = GAS($p, $q, $LogNormal, $scaling)
-    opt_method = ScoreDrivenModels.LBFGS(gas, $num_seeds)
+    gas = GAS.Model($p, $q, $LogNormal, $scaling)
+    opt_method = GAS.LBFGS(gas, $num_seeds)
     fit!(gas, $simulation; verbose = $verbose, opt_method = opt_method)
 end
 # BenchmarkTools.Trial:
@@ -79,8 +79,8 @@ end
 
 scaling = 0.5
 @benchmark begin
-    gas = GAS($p, $q, $LogNormal, $scaling)
-    opt_method = ScoreDrivenModels.LBFGS(gas, $num_seeds)
+    gas = GAS.Model($p, $q, $LogNormal, $scaling)
+    opt_method = GAS.LBFGS(gas, $num_seeds)
     fit!(gas, $simulation; verbose = $verbose, opt_method = opt_method)
 end
 # BenchmarkTools.Trial:
@@ -97,8 +97,8 @@ end
 
 scaling = 1.0
 @benchmark begin
-    gas = GAS($p, $q, $LogNormal, $scaling)
-    opt_method = ScoreDrivenModels.LBFGS(gas, $num_seeds)
+    gas = GAS.Model($p, $q, $LogNormal, $scaling)
+    opt_method = GAS.LBFGS(gas, $num_seeds)
     fit!(gas, $simulation; verbose = $verbose, opt_method = opt_method)
 end
 # BenchmarkTools.Trial:

docs/make.jl

@@ -1,11 +1,11 @@
-using Documenter, ScoreDrivenModels
+using Documenter, GAS
 
 makedocs(
-    modules = [ScoreDrivenModels],
+    modules = [GAS],
     doctest  = false,
     clean    = true,
     format   = Documenter.HTML(mathengine = Documenter.MathJax()),
-    sitename = "ScoreDrivenModels.jl",
+    sitename = "GAS.jl",
     authors  = "Guilherme Bodin and Raphael Saavedra",
     pages   = [
         "Home" => "index.md",
@@ -15,5 +15,5 @@ makedocs(
 )
 
 deploydocs(
-    repo = "github.com/LAMPSPUC/ScoreDrivenModels.jl.git",
+    repo = "github.com/LAMPSPUC/GAS.jl.git",
 )

docs/src/examples.md

@@ -10,7 +10,7 @@ y = Vector{Float64}(vec(inflow'))
 
 # Specify GAS model: here we use lag 1 for trend characterization and 
 # lag 12 for seasonality characterization
-gas = GAS([1, 12], [1, 12], LogNormal, 0.0)
+gas = GAS.Model([1, 12], [1, 12], LogNormal, 0.0)
 
 # Estimate the model via MLE
 fit!(gas, y)

docs/src/index.md

@@ -1,6 +1,6 @@
-# ScoreDrivenModels.jl Documentation
+# GAS.jl Documentation
 
-ScoreDrivenModels.jl is a Julia package for modeling, forecasting and simulating time series with score-driven models, also known as dynamic conditional score models (DCS) or generalized autoregressive score models (GAS). Implementations are based on the paper [Generalized Autoregressive Models with Applications](http://dx.doi.org/10.1002/jae.1279) by D. Creal, S. J. Koopman and A. Lucas.
+GAS.jl is a Julia package for modeling, forecasting and simulating time series with or generalized autoregressive score models (GAS) models, also known as dynamic conditional score models (DCS). Implementations are based on the paper [Generalized Autoregressive Models with Applications](http://dx.doi.org/10.1002/jae.1279) by D. Creal, S. J. Koopman and A. Lucas.
 
 # Features
 * SARIMA structure

docs/src/manual.md

@@ -25,16 +25,16 @@ Notice that the change in parametrization changes the dynamics of the model. The
 The abstract type `Link` subsumes any type of link that can be expressed.
 
 ```@docs
-ScoreDrivenModels.IdentityLink
-ScoreDrivenModels.LogLink
-ScoreDrivenModels.LogitLink
+GAS.IdentityLink
+GAS.LogLink
+GAS.LogitLink
 ```
 
 ### Link functions
 
 ```@docs
-ScoreDrivenModels.link
-ScoreDrivenModels.unlink
-ScoreDrivenModels.jacobian_link
+GAS.link
+GAS.unlink
+GAS.jacobian_link
 ```