v0.2.1

ScoreDrivenModels v0.2.1

Diff since v0.2.0

Merged pull requests:

• Improve printing of optim rounds (#147) (@raphaelsaavedra)

v0.2.0

ScoreDrivenModels v0.2.0

Diff since v0.1.11

Merged pull requests:

• Rename Model to ScoreDrivenModel (#145) (@raphaelsaavedra)

v0.1.11

ScoreDrivenModels v0.1.11

Diff since v0.1.10

Merged pull requests:

• fix poisson fisher access (#141) (@marinadietze)
• update examples (#142) (@guilhermebodin)
• Update dependency compats and CI/doc workflows, fix deprecations (#144) (@raphaelsaavedra)

v0.1.10

ScoreDrivenModels v0.1.10

Diff since v0.1.9

Merged pull requests:

• Fix fitted_mean docstring (#137) (@raphaelsaavedra)
• change from ANE to NIE (#138) (@guilhermebodin)
• Cv (#139) (@guilhermebodin)

v0.1.9

ScoreDrivenModels v0.1.9

Diff since v0.1.8

Merged pull requests:

• Fix backtest (#136) (@guilhermebodin)

v0.1.8

ScoreDrivenModels v0.1.8

Diff since v0.1.7

Merged pull requests:

• Update scripts (#133) (@guilhermebodin)
• Quantile residuals (#134) (@guilhermebodin)
• Update diagnostics and bump version (#135) (@guilhermebodin)

v0.1.7

ScoreDrivenModels v0.1.7

Diff since v0.1.6

Closed issues:

• Add statistical tests on the residuals (#126)
• Make a Plot Recipe to make residuals analysis (#127)

Merged pull requests:

• Pearson res (#128) (@guilhermebodin)
• Add visualization and fix backtests (#129) (@guilhermebodin)
• Viz backtest (#130) (@guilhermebodin)
• Update replication scripts (#131) (@guilhermebodin)
• Update StatsBase bounds (#132) (@guilhermebodin)

v0.1.6

ScoreDrivenModels v0.1.6

Diff since v0.1.5

Closed issues:

• Error when calculating Hessian (#122)

Merged pull requests:

• changed order in update_aux_estimation! (#123) (@marinadietze)
• Change from fit_stats to results (#124) (@guilhermebodin)
• Add Backtest (#125) (@guilhermebodin)

v0.1.5

ScoreDrivenModels v0.1.5

Diff since v0.1.4

Merged pull requests:

• Add beta, remove beta location scale and add throw_errors (#120) (@guilhermebodin)
• Add BetaFourParameters (#121) (@guilhermebodin)

v0.1.4

ScoreDrivenModels v0.1.4

Diff since v0.1.3

Closed issues:

• Add flag for diagonal information matrices (#55)
• Add distributions (#73)
• Change to CI to github actions (#115)

Merged pull requests:

• Fix paper citation (#113) (@raphaelsaavedra)
• Maximize mean loglikelihood (#114) (@guilhermebodin)
• Add github ci, documentation and fix tagbot (#116) (@guilhermebodin)
• [ci skip] Bump version (#117) (@guilhermebodin)