Port GARCH11 to v4 #6119
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Port GARCH11 to v4 #6119
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junpenglao
commented
Sep 11, 2022
junpenglao
commented
Sep 11, 2022
Codecov Report
Additional details and impacted files@@ Coverage Diff @@
## main #6119 +/- ##
==========================================
- Coverage 92.10% 90.66% -1.44%
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Files 86 102 +16
Lines 17844 21317 +3473
==========================================
+ Hits 16436 19328 +2892
- Misses 1408 1989 +581
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ricardoV94
requested changes
Sep 11, 2022
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This looks great @junpenglao! Some comments/suggestions below
Co-authored-by: Ricardo Vieira <28983449+ricardoV94@users.noreply.github.com>
Co-authored-by: Ricardo Vieira <28983449+ricardoV94@users.noreply.github.com>
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@ricardoV94 This is ready. |
ricardoV94
reviewed
Sep 14, 2022
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@junpenglao this is great! Only some small typos and questions and a suggestion for the batch test.
| initial_vol=2.5, | ||
| ) | ||
| kwargs0 = init_kwargs.copy() | ||
| kwargs0[arg_name] = init_kwargs[arg_name] * param_val |
Co-authored-by: Ricardo Vieira <28983449+ricardoV94@users.noreply.github.com>
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Thanks for the comments @ricardoV94 ! |
ricardoV94
approved these changes
Sep 14, 2022
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What is this PR about?
Porting GARCH11 to v4 (#4642)
Checklist
Major / Breaking Changes
Bugfixes
Docs / Maintenance