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Website tutorial with wrong argument
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() |
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.