Releases: LAMPSPUC/StateSpaceLearning.jl
Releases · LAMPSPUC/StateSpaceLearning.jl
fix simultaneous use of stochastic and deterministic exogenous
Merge pull request #69 from LAMPSPUC/fix_simult_use_det_est_exogs fix simultaneous use of stochastic and deterministic exogenous
fix deterministic cycle simulation
Merge pull request #67 from LAMPSPUC/fix_deterministic_cycle_simulation fix deterministic cycle simulation
Handle decomposition edge cases
Merge pull request #65 from LAMPSPUC/handle_decomposition_edge_cases handle decomposition edge cases
fix cycle decomposition for stochastic start > 0
Merge pull request #63 from LAMPSPUC/fix_cycle_decomposition fix cycle decomposition for stochastic start > 0
Handle simulation with nan values in dependent series
Merge pull request #61 from LAMPSPUC/handle_nan_residuals_simulation avoid simulating NaN residuals in residuals boostrapping
v2.0.0: Merge pull request #59 from LAMPSPUC/major_update
Add new features (dynamic exog coefs), new forecasting procedure, structural model input changes
fix innovation simulation phi
Merge pull request #55 from LAMPSPUC/fix_innovation_simulation fix innovation_simulation phi
Handle time series bug format
Merge pull request #52 from LAMPSPUC/fix_y_format_bug fix y format bug
Add Cycle Component
Merge pull request #50 from LAMPSPUC/add_cycle add cycle component
Fix model without stochastic components
v1.3.2 Merge pull request #48 from LAMPSPUC/fix_model_without_stochastic_com…