Tyler Beason
Tyler Beason
GARCH-M
While I'm here and looking over the code, another thing that would be useful is the addition of a `MeanSpec` which includes the variance (or volatility or log volatility --...
Is it possible to simulate a fixed length time series from a given starting point? Say I have a GARCH specification, now I want to simulate potential paths forward from...
How much of a pain would it be to try to implement Realized GARCH models, or should that go in a different package? My gut feelings suggest that they are...
Example is pretty self explanatory I think. Output of `@code_warntype` says something isn't being inferred correctly. ```julia julia> a=[1,missing,2] 3-element Array{Union{Int64, Missings.Missing},1}: 1 missing 2 julia> a+2 3-element Array{Any,1}: 3...
Something I stumbled across while working on the previous PR... free Tables.jl integration! Because the existing (+CIF) nonparametric estimators return vectors of equal length, why not go one extra step...
This improves upon #4. I slopped this down pretty quickly but let me say first that I did test it against `stcompet` from Stata and it gave identical results, so...
The standard error for the Kaplan-Meier estimator returns what I would consider to be only "half" of the correct value. Perhaps this is just a misunderstanding on my part, but...
I think it would be good to add the ability to produce confidence bands in addition to the pointwise confidence intervals, at least for the Kaplan-Meier method. The SAS PROC...
I see that it is possible get standard errors for covariates in MHMM models. I am wondering if it is possible to get standard errors for the transition probabilities and...
Apologies if this is already possible and I just don't see it now. It would be nice if there was some ability to manipulate row spacing. Not a single value...