ENH: Added GARCH class and changed example (take 2)

[springcoil]

Trying this again @twiecki
@olafSmits can you look at my code and tell me if I've correctly used the scan variable?
This is a fix of an earlier commit.

[olafSmits]

Hmm.. This won't work either I'm afraid! The problem is with the definition of sd / sigma. I actually have some code that might be working though... Shall I create another pull request?

[springcoil]

Please do!!
On 20 Feb 2016 18:16, "Olaf Smits" notifications@github.com wrote:

Hmm.. This won't work either I'm afraid! The problem is with the
definition of sd / sigma. I actually have some code that might be working
though... Shall I create another pull request?

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Reply to this email directly or view it on GitHub
#986 (comment).

[springcoil]

Closed by #987

[springcoil]

Can anyone help me debug this? @twiecki @olafSmits

[springcoil]

Can anyone help me debug this? @twiecki @olafSmits resending out the alarm :)

[springcoil]

Can anyone help me debug this? I've some time free over the next two weeks.

[twiecki]

Maybe start by coding the generative process to have known parameters to recover.

[twiecki]

Closing due to inactivity, feel free to re-open when it's working.