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gas-studentt 0.1.0 package intelligence

Robust estimation of time-varying covariance matrices using a Cholesky-GAS framework with Student-t innovations.

pip install gas-studentt

Current version
0.1.0
Python requirement
>=3.8
License
MIT License
Distribution type
Pure Python wheel
Release files
2 (1 wheels, 1 source)
Download size
56.7 KiB
Release history
1 releases with files
Median release cadence
Not enough dated releases

gas-studentt dependencies

PyPI declares 5 unique dependency rules for this release. Environment markers are shown when supplied by the project.

  1. numpy >=1.20.0
  2. scipy >=1.7.0
  3. numba >=0.55.0
  4. matplotlib >=3.4.0
  5. pandas >=1.3.0

Compatibility and release files

gas-studentt publishes 1 wheel and 1 source archive for version 0.1.0. Wheel platform tags: any.

No version-specific Python classifiers are declared.

Release activity and sources

PyPI lists 1 release with files. The first dated release is ; 1 release falls within the 365 days preceding the latest dated release. The current release files were uploaded on .