Skip to content

Comments

fix GARCH11: missing [] in tt.concatenate()#2937

Merged
springcoil merged 2 commits intopymc-devs:masterfrom
smartass101:fix_GARCH11
Apr 20, 2018
Merged

fix GARCH11: missing [] in tt.concatenate()#2937
springcoil merged 2 commits intopymc-devs:masterfrom
smartass101:fix_GARCH11

Conversation

@smartass101
Copy link
Contributor

@smartass101 smartass101 commented Apr 20, 2018

This is just a simple fix, not sure if it ever worked without it.
close #2938

@springcoil
Copy link
Contributor

Good catch :) Could you add a little test to this too?

Copy link
Contributor

@springcoil springcoil left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

LGTM, is there a test for this though?

@junpenglao
Copy link
Member

I am surprised that we dont have any test for GARCH11.
Not sure if we should address this here, as in the timeseries we only have test for EulerMaruyama and AR

@springcoil
Copy link
Contributor

Maybe a different commit - something to be opened up.

@springcoil springcoil mentioned this pull request Apr 20, 2018
@smartass101
Copy link
Contributor Author

Sorry, didn't follow your discussion while working on the test. Just tried to create something similar to the AR test, will see if it passes.

@junpenglao
Copy link
Member

@smartass101 nicely done ;-)

@springcoil
Copy link
Contributor

springcoil commented Apr 20, 2018 via email

@springcoil springcoil merged commit 26fce7c into pymc-devs:master Apr 20, 2018
@springcoil
Copy link
Contributor

Well done :) Welcome @smartass101 on your first commit :)

agustinaarroyuelo pushed a commit to agustinaarroyuelo/pymc3 that referenced this pull request Feb 8, 2019
* fix GARCH11: missing [] in tt.concatenate()

* add test for GARCH11 and update docstring to current standards

Closes pymc-devs#2938
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

Test for GARCH11

3 participants