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v0.13.1
Volatility and Covariance, and the diagrams that had been quietly going missing.
Nothing is removed or renamed: every subpath published in 0.13.0 resolves
unchanged, and no entry point changed its name or signature.
0.13.0 |
0.13.1 |
|
|---|---|---|
| Topics | 675 | 697 |
| Domains | 17 | 18 |
| Topics whose arithmetic is asserted on every build | 601 | 623 |
Topics with a validated api contract |
675 / 675 | 697 / 697 |
| Topics carrying their diagram source | 301 | 692 |
New
- Volatility and Covariance — 22 topics. Historical estimators
(close-to-close through Yang-Zhang), realized measures (realized variance and
covariance, bipower variation, the jump-variation detector, the realized
kernel), conditional volatility (ARCH, GARCH, EGARCH, GJR-GARCH, FIGARCH,
HAR-RV) and covariance estimation (sample and EWMA, Ledoit-Wolf and oracle
approximating shrinkage, factor-model and graphical-lasso). Each ships its own
module, and all 22 have their numbers asserted here rather than taken on trust.
Fixed
- 369 topics were publishing no diagram source. Their Mermaid is written on
Windows and therefore CRLF, and the fence that lifts it out matched a bare
newline — so the extraction quietly returned nothing and the page rendered
without the diagram it was written to have. Catalog Markdown is now read with
its line endings normalised.
Internal
- The metadata reader learned two forms of YAML it had been refusing: a block
sequence sitting at its parent key's own indent, and a plain scalar wrapped
across lines. Both are valid, both are what the newer generators emit, and
between them they were dropping everything below the first wrapped summary. - A sixth fixture convention: a named case list, where each case pins a whole
reference output, a subset of fields, or the error code a bad input must
raise. It is the first shape that asserts the refusals as well as the numbers.