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RJT1990 / pyflux

Open source time series library for Python
BSD 3-Clause "New" or "Revised" License
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GAS class - ValueError: not enough values to unpack #113

Closed mlamlamla closed 7 years ago

mlamlamla commented 7 years ago

I tried to reproduce the Bernoulli series with a trend (http://www.pyflux.com/notebooks/GAS.html ). However, it keeps on throwing me an error:

File "xxx\Anaconda3\lib\site-packages\pyflux\gas\gas.py", line 74, in init self.model_name2, self.link, self.scale, self.shape, self.skewness, self.mean_transform, self.cythonized = self.family.setup() ValueError: not enough values to unpack (expected 7, got 6)

However, I didn't get an error while using GAS for a continuous probability function, e.g. for the model for banking crisis data, using Poisson() as a family (not GASPoisson as written in the docs though! However, my results were different!). Seems, there is an issue.

RJT1990 commented 7 years ago

Use Poisson() - GASPoisson() is depreciated.