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RJT1990 / pyflux

Open source time series library for Python
BSD 3-Clause "New" or "Revised" License
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Website tutorial with wrong argument #85

Open lgmoneda opened 7 years ago

lgmoneda commented 7 years ago

In http://www.pyflux.com/gas-models/ the GAS model is built with:

model = pf.GAS(ar=2,sc=2,data=financial_crises,family=pf.GASPoisson())

leading to an error:

AttributeError: 'module' object has no attribute 'GASPoisson'

While at the documentation (mkdocs) it's with the new form pf.Poisson() and working.

I don't know with the family definition has changed, but other references to GAS models follow the not working form, like the table below.

PyFlux Class
Poisson GAS GASPoisson()
t GAS GASt()
Skew t GAS GASSkewt()
Normal GAS GASNormal()
Laplace GAS GASLaplace()
Exponential GAS GASExponential()
RJT1990 commented 7 years ago

Hi there - yes, the website needs to be updated with the new documentation. The API is now unified, like you mention, so pf.Poisson() is the right syntax.