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@mmcky mmcky released this 24 Apr 09:05
· 42 commits to main since this release
v0.7.0
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Learn about vigilant mode.

Ver 0.7.0 (24-April-2023)

New

  1. END: Add function fit_discrete_mc (jstac), (Smit-create) and (oyamad) which takes a time series and fits a finite markov chain
  2. ENH: Adding Discrete Approximation of VAR Methods (crondonm)
  3. ENH: Implement LCP solver (oyamad)

Fixes and Maintenance

  1. FIX: Fix period of reducible MarkovChain with custom state_values (oyamad)

There were a range of additional maitenance and fixes including
RFC: Replace @generated_jit with @overload,
Update __Iss.py - Remove broken link,
FIX: Add __dir__ to lss.py,
MAINT: Rename ivy.py to ivp.py,
Bring estimate_mc into top level namespace,
Warn only when n in not int in tauchen,
FIX: Avoid bare 'except',
FIX: DOC: Remove 2-byte spaces

Thank you to (bensonarafat), (crondonm), (oyamad), (jstac), and (Smit-create) for all your contributions, PR reviews, and comments.

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