PyFlux 0.2.4 Release

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Features and Improvements Non-Gaussian State Space Models – Rao-Blackwellized for BBVI Still haven’t got around to making new documentation. Maybe next weekend if I’m not busy, I have been getting professional boosters from p4rgaming.com as well as boosting for LOL from … Continued

PyFlux 0.2.3 Release

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Features and Improvements Reform of fitting parameters : now there is a results class containing information on the estimated model that is produced; see examples for usage. Plotting parameters : calling .plot_parameters() on the model object plots the parameters and … Continued

PyFlux 0.2.2 Release

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General Improvements Now supported for Python 3.5! New Models Dynamic Linear Regression GAS Regression Models EGARCH with leverage term The next things on my to-do list are: New/better inference for non-linear state space models – unhappy with this in its … Continued

PyFlux 0.2.1 Release

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Fixes M-H sampler more efficient for non-Gaussian state space models. Non-Gaussian state space models now 2-3x as fast to simulate from. Documentation is now updated as well reflecting the changes in 0.2.0 and 0.2.1.

PyFlux 0.2.0 Release

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Version 0.2.0 of PyFlux has been released on PyPi. New Models Non-Gaussian state space models (examples soon) t-distributed GAS model Simulation smoother for state space models Bug/Fixes/Improvements Significant speed-ups for all existing models in the range 1.3-1.5x Smoothed estimates now produced … Continued

PyFlux 0.2.0 Preview

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The next release will likely be the biggest release so far. For a couple of reasons. Refactoring Have sought to make the code follow PEP guidelines more clearly. Private methods and attributes are now clearly labelled. Additionally I have changed the method … Continued

PyFlux 0.1.9 Release

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Version 0.1.9 of PyFlux has been released on PyPi. New Models Linear state space models GP-NARX with ARD kernel Bug/Fixes/Improvements GP-NARX models -> confidence and prediction intervals are now fixed Forecasting -> date range bug for future forecasts fixed Next … Continued

PyFlux 0.1.8 Release

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Version 0.1.8 of PyFlux has been released on PyPi. New Models GP-NARX models Bug/Fixes/Improvements TSM code now documented I am likely going to come back to the GP-NARX model in upcoming updates as there are a few things that I’m … Continued

PyFlux 0.1.7 Release

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Version 0.1.7 of PyFlux has been released on PyPi. This version implements a couple of fixes: Bug/Fixes/Improvements BBVI starting values changed for better/more stable performance. A few minor adjustments to plotting. Small speedups to VARs, but more work needed here. … Continued

PyFlux 0.1.6 Release

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Version 0.1.6 of PyFlux has been released on PyPi, including functionality for: New Models GARCH models Bug/Fixes/Improvements OLS/MLE/MAP results adjusted if user specifies transformed values. New plots for forecast (with fan chart option) GAS/ARMA/VAR code neatened and documented Adjustments to initialization conditions … Continued