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Commits on Jul 14, 2022

• - fixed issue with trade direction when trading volume is zero

  michaelnowotny

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Commits on May 19, 2022

• - added compatibility for Python 3.10 as per Zack Gomez' recommendation

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  michaelnowotny

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Commits on Dec 24, 2021

• - revised .gitignore

  michaelnowotny

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Commits on Aug 24, 2021

• Merge remote-tracking branch 'origin/master'

  michaelnowotny

  committed
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• - tested pyjags with Python 3.9

  michaelnowotny

  committed
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Commits on Apr 14, 2021

• - removed old python versions from setup.py

  michaelnowotny

  committed
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• - added example for trading cost estimation using Hasbrouck's Bayesian approach to estimate Roll's bid-ask bounce model

  michaelnowotny

  committed
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Commits on Jul 2, 2020

• - replaced arviz module with functionality moved to arviz project

  michaelnowotny

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Commits on Jun 4, 2020

• - added docstrings in arviz module

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  michaelnowotny

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Commits on Jun 3, 2020

• - added notebook on hierarchical bayesian analysis using the classical eight schools example

  michaelnowotny

  committed
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• - renamed adaptive_sampling module incremental_sampling

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  michaelnowotny

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Commits on Jun 1, 2020

• - added functionality to convert back from arviz samples dictionary and arviz inference data object to pyjags samples dictionary

  michaelnowotny

  committed
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Commits on May 27, 2020

• - change to setup.py

  

  michael

  committed
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Commits on May 26, 2020

• - reverted build process back to setuptools

  michaelnowotny

  committed
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• - made it possible to pass a function to sample_until to be called at the end of each iteration

  michaelnowotny

  committed
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Commits on May 24, 2020

• - begin moving to cython and distutils

  michaelnowotny

  committed
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Commits on May 23, 2020

• - switched to Cython extension for installation

  michaelnowotny

  committed
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Commits on May 21, 2020

• - revised notebooks

  michaelnowotny

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• - began adding Windows support

  michaelnowotny

  committed
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• - renamed MinimumEffectiveSampleSizeCriterion to EffectiveSampleSizeCriterion

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  michaelnowotny

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Commits on May 20, 2020

• - added commands to build and publish the package on PyPI in publishing_on_pypi.txt

  michaelnowotny

  committed
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• - revised convert_pyjags_samples_dict_to_arviz_inference_data

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  michaelnowotny

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• - updated setyp.py for markdown compatibility

  michaelnowotny

  committed
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• - changed readme format to markdown

  michaelnowotny

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• - reverted back to c++14

  michaelnowotny

  committed
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• - added docstring in adaptive_sampling.py

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  michaelnowotny

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• - added functionality to adaptively sample until convergence criteria are satisfied

  michaelnowotny

  committed
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Commits on May 19, 2020

• - added docstrings in io.py

  michaelnowotny

  committed
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• - added functionality to load and save sample MCMC chains to and from HDF5 files

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  michaelnowotny

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Commits on May 17, 2020

• - added an interface for Bayesian diagnostics via Arviz

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  michaelnowotny

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Commits on May 15, 2020

• - added line in setup.py to enforce C++11 standard

  

  michael

  committed
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• - fixed parameter name conflict of monitor_type vs type between Console and Multiconsole

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  michael

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• - began adding dic module

  michaelnowotny

  committed
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Commits on Jul 30, 2019

• clang-format

  tmiasko

  committed
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• Remove -std=c++11 from compilation flags

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  tmiasko

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