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SDDRs #26

Closed
9 of 13 tasks
donotdespair opened this issue Feb 14, 2023 · 0 comments · Fixed by #50
Closed
9 of 13 tasks

SDDRs #26

donotdespair opened this issue Feb 14, 2023 · 0 comments · Fixed by #50
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@donotdespair
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cpp code enhancement requiring the core code improvements
Milestone
v2.1.0

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donotdespair commented Feb 14, 2023 •
edited

Parameter testing using SDDRs

  • For A parameters
  • tests
  • NEWS
  • For B parameters
  • tests
  • NEWS
  • heteroskedasticity verification for ncSV model: cpp + R + doc
  • heteroskedasticity verification for ceSV model
  • heteroskedasticity verification for MSH models
  • heteroskedasticity verification for MIX models
  • include tests
  • update news
  • include sddr bias correction
@donotdespair donotdespair added the enhancement New feature or request label Feb 14, 2023
@donotdespair donotdespair added this to the v2.0.0 milestone Feb 14, 2023
@donotdespair donotdespair self-assigned this Feb 14, 2023
@donotdespair donotdespair modified the milestones: v2.0.0, v2.1.0 Feb 14, 2023
@donotdespair donotdespair added cpp code enhancement requiring the core code improvements and removed enhancement New feature or request labels Sep 27, 2023
donotdespair added a commit that referenced this issue Nov 2, 2023
@donotdespair
included verify_volatility for bsvar_sv #26
02358e5 
+ cpp code
+ R wraper
+ method
+ help
donotdespair added a commit that referenced this issue Nov 4, 2023
@donotdespair
verify_volatility methods for BSVAR and BSVARSV centered #26
a8f597c
donotdespair added a commit that referenced this issue Nov 4, 2023
@donotdespair
density functions for dirichlet distributions in cpp #26
7f2b60b
donotdespair added a commit that referenced this issue Nov 4, 2023
@donotdespair
corrected messge for centred SV verify method #26
c2e5c0b
donotdespair added a commit that referenced this issue Nov 4, 2023
@donotdespair
finalised verify_volatility with methods and tests #26
a3f8df7
donotdespair added a commit that referenced this issue Nov 9, 2023
@donotdespair
SDDR for A #26
a6fd2d6 
+ mv normal density ordinate with location and chol precision
+ quite developed verify_autoregressive_cpp NOT FINISHED
donotdespair added a commit that referenced this issue Nov 10, 2023
@donotdespair
two versions of verify_autoregressive_cpp #26
d41e745 
homo- and hetero-skedastic
donotdespair added a commit that referenced this issue Nov 10, 2023
@donotdespair
included generic and methods for verify_autoregression #26
7b9fb44 
including help
donotdespair added a commit that referenced this issue Nov 10, 2023
@donotdespair
NEWS for verify_autoregression #26
f928733
donotdespair added a commit that referenced this issue Dec 11, 2023
@donotdespair
verify_autoregressions #26
ae3f21a 
test, documentation, pkgdown
@donotdespair donotdespair linked a pull request Dec 11, 2023 that will close this issue
26 sddrs #50
Merged
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26 sddrs bsvars/bsvars
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