josef-pkt

'''

Author: Skipper
https://gist.github.com/2109628

Josef: adjustments to example
'''


from statsmodels.base.model import LikelihoodModel

arindam89

# If not running interactively, don't do anything
[ -z "$PS1" ] && return


# don't overwrite GNU Midnight Commander's setting of 'ignorespace'.
export HISTCONTROL=$HISTCONTROL${HISTCONTROL+,}ignoredups
# ... or force ignoredups and ignorespace
export HISTCONTROL=ignoreboth

ChadFulton

"""
Self-Exciting Threshold Autoregression

References
----------

Hansen, Bruce. 1999.
"Testing for Linearity."
Journal of Economic Surveys 13 (5): 551-576.
"""

ChadFulton

"""
Smooth Transition Autoregression

References
----------

Dijk, Dick van, Timo Terasvirta, and Philip Hans Franses. 2002.
"Smooth Transition Autoregressive Models - a Survey of Recent Developments."
Econometric Reviews 21 (1): 1-47.

josef-pkt

josef-pkt

sloria

The Best of the Best Practices (BOBP) Guide for Python

A "Best of the Best Practices" (BOBP) guide to developing in Python.

In General

Values

• "Build tools for others that you want to be built for you." - Kenneth Reitz
• "Simplicity is alway better than functionality." - Pieter Hintjens

StuartGordonReid

import math
import numpy
import numpy.random as nrand

"""
Note - for some of the metrics the absolute value is returns. This is because if the risk (loss) is higher we want to
discount the expected excess return from the portfolio by a higher amount. Therefore risk should be positive.
"""

josef-pkt

cdipaolo

This is free and unencumbered software released into the public domain.

Anyone is free to copy, modify, publish, use, compile, sell, or
distribute this software, either in source code form or as a compiled
binary, for any purpose, commercial or non-commercial, and by any
means.

In jurisdictions that recognize copyright laws, the author or authors
of this software dedicate any and all copyright interest in the
software to the public domain. We make this dedication for the benefit