- Drop support for Python 3.7
- Bump numba requirement to >=0.57.0.
- New Features: Added seed options to gpSimRand, gpSimFull, and addNoise
- Bug fixes: #74, #75
- Update reference to numpy bool/complex (#71)
- Bug fixes: #50, #54, #59
- Fitting functions (i.e., drw_fit) are now fully modular (allow user provided optimization function, prior function and etc.)
- A new addNoise function to simulated random noise given measurement errors.
- Bug fixes: #44
- API changes: n_iter -> n_opt in fitting functions.
- update parameter initialization in fit functions; removed de option #26, #27
- add few utils functions #30, #25
- add mcmc module #29
- ts simulation now support linear error
- added online documentation
- add methods to CARMA_term conversion between CARMA and poly space
- fixed bugs and add tests for model 2nd order stat functions
- close #2, close #10
- A bunch bug fixes in the ts.carma module
- Improved _min_opt optimizer, now added to all fitting functions
- Now using minimizer instead of differential evolution may result in more robust parameter estimates.
Fixed some bugs and added new features.
- Fixed the instability issue when fitting time series to models higher than DHO/CARMA(2,1)
- Cleaned up the plotting module
- Added PSD, ACVF, and SF functions
First release!
- Fully working CARMA kernels: DRW_term, DHO_term and CARMA_term
- Functions to simulate CARMA time series given a kernel
- Functions to fit arbitrary time series to CARMA models (still having instability issues with CARMA models higher than DHO/CARMA(2,1))