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JuliaStats / TimeModels.jl

Modeling time series in Julia
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Fix #34 and failing tests #41

Closed GordStephen closed 9 years ago

GordStephen commented 9 years ago

Addresses https://github.com/JuliaStats/TimeModels.jl/issues/34 and the current failing test issue, adds some new tests, and cleans things up a bit.

Parameter estimation (via Nelder-Mead / Optim.jl) should be working properly now, although ultimately I think we should be looking at implementing EM estimation (particularly now that we have the beginnings of missing data support, and with Nullable on the release horizon)?

milktrader commented 9 years ago

Looks like good progress!

mschauer commented 9 years ago

As said before, I have an EM algorithm here, https://gist.github.com/mschauer/3ffebdb8581f56341a9d (edit: correct link)