Open azev77 opened 4 years ago
OK, I'm gonna think more about this and let this sit for a while. It feels a bit inconsistent to have:
Mean specification is ARMA{1,1}, with parameters:
Volatility parameters:
Distribution parameters:
Perhaps instead:
Mean specification is ARMA{1,1}, with parameters:
Volatility specification is TGARCH{0,1,1}, with parameters:
Error distribution is Student's t, with parameters:
Thanks!
You're going to have to update the tests in
runtest.jl
and the doctests in the documentationtoo to get CI to pass. Also, I'm not fond of littering the output with Float64, that's why I wrote the functionmodname
which strips the last type parameter. My suggestion is to change the lineto
Result:
That shouldn't require a change to
runtests.jl
, but it does require changing the doctests. I'd also recommend testing changes locally before pushing, viaand by running from a terminal in the ARCHModels main folder
You can check the generated HTML by running