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Port GARCH11 to v4 #6119

Merged
merged 7 commits into from
Sep 14, 2022
Merged

Port GARCH11 to v4 #6119

merged 7 commits into from
Sep 14, 2022

Commits on Sep 11, 2022

  1. Port GARCH11 to v4

    @junpenglao
    junpenglao committed Sep 11, 2022
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  2. Update pymc/distributions/timeseries.py 

    Co-authored-by: Ricardo Vieira <28983449+ricardoV94@users.noreply.github.com>
    @junpenglao @ricardoV94
    junpenglao and ricardoV94 authored Sep 11, 2022
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  3. Apply suggestions from code review 

    Co-authored-by: Ricardo Vieira <28983449+ricardoV94@users.noreply.github.com>
    @junpenglao @ricardoV94
    junpenglao and ricardoV94 authored Sep 11, 2022
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Commits on Sep 14, 2022

  1. Add test 

    Implement momentum and fix some shape bug.
    @junpenglao
    junpenglao committed Sep 14, 2022
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  2. Update test_distribution.py

    @junpenglao
    junpenglao committed Sep 14, 2022
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  3. Apply suggestions from code review 

    Co-authored-by: Ricardo Vieira <28983449+ricardoV94@users.noreply.github.com>
    @junpenglao @ricardoV94
    junpenglao and ricardoV94 authored Sep 14, 2022
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  4. Improve test

    @junpenglao
    junpenglao committed Sep 14, 2022
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