Add GETS indicator saturation (SIS/IIS/MIS/TIS) with example notebook#8
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Add GETS indicator saturation (SIS/IIS/MIS/TIS) with example notebook#8mortentabor wants to merge 3 commits intomainfrom
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Implements the Autometrics/GETS algorithm for detecting structural breaks via general-to-specific model selection with indicator saturation. New features: - gets_search(): bounded iterative GETS reduction with multi-path search - isat(): indicator saturation with SIS (level shifts), IIS (outliers), MIS (coefficient shifts), TIS (broken trends), and user indicators - Split-half block procedure for large indicator sets - Dual representation: shifts <-> regime levels with SE propagation via the delta method - 3 visualization functions: plot_sis_coefficients, plot_mis_coefficients, plot_regime_levels - .isat() convenience methods on OLS, AR, ADL models - Example notebook 05 demonstrating all features including comparison with Bai-Perron and Markov switching 166 new tests (1069 total), lint clean. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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Type-narrowing and type-conversion fixes across 4 files — no logic changes: - saturation.py: assert exog_names after exog null check, remove unused type: ignore - selection.py: remove unused type: ignore on ic_map.get() - ar.py: convert _exog_orig to ndarray before passing to isat() - adl.py: flip isinstance check for proper int narrowing, convert _exog_orig to ndarray Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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Summary
gets_search) with bounded iterative search, multi-path exploration, and encompassing testsisat) with SIS (level shifts), IIS (outliers), MIS (coefficient shifts), TIS (broken trends), and user-supplied indicatorsplot_sis_coefficients,plot_mis_coefficients,plot_regime_levels.isat()convenience methods on OLS, AR, ADL modelsTest plan
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