Merge pull request #42 from s-broda/specfun

work around specfun issue 186, bump specfun/statsfuns, bump version

Project.toml

@@ -1,7 +1,7 @@
 name = "ARCHModels"
 uuid = "6d3278bc-c23a-5105-85e5-0d57d2bf684f"
 authors = ["Simon Broda <simon.broda@uzh.ch>"]
-version = "0.5.3"
+version = "0.6.0"
 
 [deps]
 DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
@@ -29,10 +29,9 @@ Optim = "0.19.3"
 Reexport = "0.2.0"
 Requires = "0.5.2"
 Roots = "0.8.3"
-SpecialFunctions = "0.7.2"
+SpecialFunctions = "0.8, 0.9"
 StatsBase = "0.31, 0.32"
-StatsFuns = "0.8.0"
-StatsModels = "0.6.3"
+StatsFuns = "0.8, 0.9"
 julia = "1.0.0"
 
 [extras]

src/ARCHModels.jl

@@ -1,9 +1,6 @@
 #Todo:
-#plotting via timeseries
 #PkgBenchmark
 #HAC s.e.s from CovariancesMatrices.jl?
-#how to export arch?
-#Forecasting
 #Float16/32 don't seem to work anymore. Problem in Optim?
 #support missing data? timeseries?
 #a simulated AM should probably contain a (zero) intercept, so that fit! is consistent with fit.
@@ -20,7 +17,17 @@ using Reexport
 using Requires
 @reexport using StatsBase
 using StatsFuns: normcdf, normccdf, normlogpdf, norminvcdf, log2π, logtwo, RFunctions.tdistrand, RFunctions.tdistinvcdf, RFunctions.gammarand, RFunctions.gammainvcdf
-using SpecialFunctions: beta, lgamma, gamma
+using SpecialFunctions: beta, gamma, digamma #, lgamma
+
+# work around https://github.com/JuliaMath/SpecialFunctions.jl/issues/186
+# until https://github.com/JuliaDiff/ForwardDiff.jl/pull/419/ is merged
+using Base.Math: libm
+using ForwardDiff: Dual, value, partials
+@inline lgamma(x::Float64) = ccall((:lgamma, libm), Float64, (Float64,), x)
+@inline lgamma(x::Float32) = ccall((:lgammaf, libm), Float32, (Float32,), x)
+@inline lgamma(d::Dual{T}) where T = Dual{T}(lgamma(value(d)), digamma(value(d)) * partials(d))
+
+
 using Optim
 using ForwardDiff
 using Distributions