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@github-actions github-actions released this 15 Oct 15:02
· 161 commits to master since this release
d818209

StateSpaceModels v0.5.0

Diff since v0.4.0

Closed issues:

  • Add ARIMA constructor (#116)
  • Add diagnostics struct to be returned after model is estimated (#130)
  • Function to update just the Kalman filter (#157)
  • Add time limit option to optimization (#158)
  • Add struct and print for the fit results (#166)
  • Add the multivariate kalman filter (#168)
  • Add and test an example with Cycles (#171)
  • Major to do's for 0.4 (#178)

Merged pull requests: