Yizhan-Oliver-Shu / jump-models

Statistical Jump Models in Python, with scikit-learn-style APIs
Apache License 2.0
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Can't replicate Jupyter notebook #1

Closed Traktopel closed 4 months ago

Traktopel commented 4 months ago

Hello,

I'm trying to execute the jupyter notebook, but the jump model doesn't perform any switch regime

Traktopel commented 4 months ago

Update: I've used a conda environment with python 3.12.4 and with the following requiremements.txt, and it is working.

appdirs==1.4.4
beautifulsoup4==4.12.3
certifi==2024.6.2
charset-normalizer==3.3.2
contourpy==1.2.1
cycler==0.12.1
fonttools==4.53.0
frozendict==2.4.4
hmmlearn==0.3.2
html5lib==1.1
idna==3.7
joblib==1.4.2
kiwisolver==1.4.5
lxml==5.2.2
matplotlib==3.8.3
multitasking==0.0.11
numpy==1.26.4
pandas==2.2.1
peewee==3.17.5
pillow==10.3.0
pyparsing==3.1.2
python-dateutil==2.9.0.post0
pytz==2024.1
requests==2.32.3
scikit-learn==1.4.1.post1
scipy==1.12.0
setuptools==69.5.1
soupsieve==2.5
threadpoolctl==3.5.0
tzdata==2024.1
urllib3==2.2.2
webencodings==0.5.1
wheel==0.43.0
yfinance==0.2.38