s-broda / ARCHModels.jl

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@@ -1,5 +1,4 @@
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#Todo:
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#PkgBenchmark
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#HAC s.e.s from CovariancesMatrices.jl?
4 3
#Float16/32 don't seem to work anymore. Problem in Optim?
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#support missing data? timeseries?

@@ -160,7 +160,7 @@
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				if t > r2
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					ht = getindex.(Ht, i, i)
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					lht = log.(ht)
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					themean[i] = mean(getindex.(at, i), ht, lht, simdata[:, i], meanspec[i], meanspec[i].coefs, t)
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					themean[i] = mean(getindex.(at, i), ht, lht, view(simdata, :, i), meanspec[i], meanspec[i].coefs, t)
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				else
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					themean[i] = uncond(meanspec[i])
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				end

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Files Coverage
src 99.56%
Project Totals (12 files) 99.56%
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