vectorize max drawdown and fix doc strings #281
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approx 4X speedup
Vectorize drawdown
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| Compared with the normal model, this model assumes returns are | ||
| T-distributed and thus have a 3rd parameter (nu) that controls the | ||
| mass in the tails. |
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Thanks, that's great! |
twiecki
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Feb 3, 2016
vectorize max drawdown and fix doc strings
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model_returns_t and model_returns_normal had each other’s doc string