Skip to content

v0.13.1

Choose a tag to compare

@github-actions github-actions released this 10 Sep 14:28
· 4 commits to main since this release

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.