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JuliaStats / TimeModels.jl

Modeling time series in Julia
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Fix garchFit error #63

Closed davidanthoff closed 8 years ago

davidanthoff commented 8 years ago

Minimal fix to make the garchFit function work.

coveralls commented 8 years ago

Coverage Status

Coverage remained the same at 70.898% when pulling dd6b66ca600503780a9915feb79aeb21ff2b9075 on davidanthoff:fix-garchfit into 906bf811d62544e43c755d5cf2d9aa2a52115216 on JuliaStats:master.

andreasnoack commented 8 years ago

but it also adds a dependency. Why not just fix the Optim call?

davidanthoff commented 8 years ago

Someone converted the whole thing to NLopt (all the problem setup above the line that I changed is NLopt based) on master, but a) forgot to include the proper dependency in REQUIRE and b) forgot to make sure to call the right optimize function. Someone could of course convert this to Optim, but right now it would be nice to simply fix the existing setup on master.

andreasnoack commented 8 years ago

Okay, I see. Makes sense.