Skip to content

Commit

Permalink
Add filters to CHANGES. Add cffilter to docs
Browse files Browse the repository at this point in the history
  • Loading branch information
jseabold committed May 13, 2011
1 parent 5f92306 commit 61365b1
Show file tree
Hide file tree
Showing 2 changed files with 6 additions and 2 deletions.
5 changes: 4 additions & 1 deletion CHANGES.txt
Expand Up @@ -31,7 +31,10 @@ the import speed if a library or user only needs specific functions.
- Autoregressive Moving Average Models ARMA (tsa.ARMA) :
optionally uses Cython for Kalman Filtering
use setup.py install with option --with-cython
- Baxter-King band-pass filter (tsa.filters.baxter_king)
- Baxter-King band-pass filter (tsa.filters.bkfilter)
- Hodrick-Prescott filter (tsa.filters.hpfilter)
- Christiano-Fitzgerald filter (tsa.filters.cffilter)

* Improved maximum likelihood framework uses all available scipy.optimize solvers
* Refactor of the datasets sub-package.
* Added Nile River dataset.
Expand Down
3 changes: 2 additions & 1 deletion scikits/statsmodels/docs/source/tsa.rst
Expand Up @@ -178,9 +178,10 @@ Other Time Series Filters
.. autosummary::
:toctree: generated/

filters.baxter_king
filters.bkfilter
filters.hpfilter
filters.arfilter
filters.cffilter
filters.miso_lfilter
filters.filtertools.fftconvolve3
filters.filtertools.fftconvolveinv
Expand Down

0 comments on commit 61365b1

Please sign in to comment.