Commits · master · University / arma.jl

26 Feb, 2019 1 commit
- Fixes for Julia 1.x. · 47e6731b
  Stéphane Adjemian (Charybdis) authored Feb 26, 2019
  
  47e6731b
20 Feb, 2018 5 commits
- Added copyright headers. · 845fa6fb
  Stéphane Adjemian (Charybdis) authored Feb 20, 2018
  
  845fa6fb
- Changed license. · 2ff9225e
  Stéphane Adjemian (Charybdis) authored Feb 20, 2018
  
  2ff9225e
- Updated copyright. · a039053b
  Stéphane Adjemian (Charybdis) authored Feb 20, 2018
  
  a039053b
- Removed deprecated test_approx_eq macro in unit tests. · df0c1368
  Stéphane Adjemian (Charybdis) authored Feb 20, 2018
  
  df0c1368
- Removed deprecated inner constructor syntax. · 98b44130
  Stéphane Adjemian (Charybdis) authored Feb 20, 2018
  
  98b44130
18 Apr, 2017 1 commit
- Added tests (models with rationals). · b00291bc
  Stéphane Adjemian (Charybdis) authored Apr 18, 2017
  
  b00291bc
05 Jan, 2017 1 commit
- Added comments. · f24d72de
  Stéphane Adjemian (Charybdis) authored Jan 05, 2017
  
  f24d72de
20 Oct, 2016 1 commit
- Added script in tests. · e458acb7
  Stéphane Adjemian (Charybdis) authored Oct 20, 2016
  
  e458acb7
17 Oct, 2016 2 commits
- Cosmetic changes. · 2575c363
  Stéphane Adjemian (Charybdis) authored Oct 17, 2016
```
Use Greek letters (utf8) when possible.
```
  2575c363
- Fixed bug (wrong column index). · e865ffd2
  Stéphane Adjemian (Charybdis) authored Oct 16, 2016
```
This bug was affecting the autocovariance function for processes with AR
order greater than two (fix in the Yule-Walker matrix).
```
  e865ffd2
16 Oct, 2016 1 commit
- Fixed type returned by randn. · d4f6d8d1
  Stéphane Adjemian (Charybdis) authored Oct 16, 2016
  
  d4f6d8d1
12 Oct, 2016 3 commits
- Fixed typo. · 45285c2b
  Stéphane Adjemian (Charybdis) authored Oct 12, 2016
```
Signed-off-by: Stéphane Adjemian (Charybdis) <stephane.adjemian@univ-lemans.fr>
```
  45285c2b
- Fixed issue with Union of types. · 7dca1126
  Stéphane Adjemian (Charybdis) authored Oct 12, 2016
  
  7dca1126
- Fixed issue with getindex overloading. · 64905c7e
  Stéphane Adjemian (Charybdis) authored Oct 12, 2016
  
  64905c7e
11 Jul, 2014 3 commits
- Added display of the autocovariance process for the MA(q) model. · 18379fbe
  Stéphane Adjemian (Charybdis) authored Jul 11, 2014
```
By default, do not display the autocovariance function.
```
  18379fbe
- Renamed module. · 204808ea
  Stéphane Adjemian (Charybdis) authored Jul 11, 2014
  
  204808ea
- Added tests. · 4d6dc2a9
  Stéphane Adjemian (Charybdis) authored Jul 11, 2014
  
  4d6dc2a9
03 Jul, 2014 1 commit
- Export autocovariance method. · 515088a6
  Stéphane Adjemian (Charybdis) authored Jul 03, 2014
  
  515088a6
02 Jun, 2014 1 commit
- Bug fixes. · 096e660c
  Stéphane Adjemian (Charybdis) authored Jun 02, 2014
  
  096e660c
11 Apr, 2014 1 commit
- Added routine to compute the autocovariance function of an ARMA(p,q). Probably... · 6ab80038
  Stéphane Adjemian (Scylla) authored Apr 11, 2014
```
Added routine to compute the autocovariance function of an ARMA(p,q). Probably still buggy (needs tests).
```
  6ab80038
10 Apr, 2014 5 commits
- Added the possibility to change customize the names for the endogenous variable and innovation. · f0dc7d8b
  Stéphane Adjemian (Scylla) authored Apr 10, 2014
  
  f0dc7d8b
- Code factorization (ArmaModels.show() method). · 8b50e688
  Stéphane Adjemian (Scylla) authored Apr 10, 2014
  
  8b50e688
- Added license file (MIT). · 91025a1a
  Stéphane Adjemian (Scylla) authored Apr 10, 2014
  
  91025a1a
- Exclude tests/sandbox.jl from versioning. · 5f509f53
  Stéphane Adjemian (Scylla) authored Apr 10, 2014
  
  5f509f53
- Initial commit. · 8046931b
  Stéphane Adjemian (Scylla) authored Apr 10, 2014
  
  8046931b