PyPI - tsecon - Versions diffs - 0.1.0__tar.gz - Mend

tsecon 0.1.0__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

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tsecon-0.1.0/Cargo.lock +1396 -0
tsecon-0.1.0/Cargo.toml +12 -0
tsecon-0.1.0/LICENSE-APACHE +201 -0
tsecon-0.1.0/LICENSE-MIT +21 -0
tsecon-0.1.0/PKG-INFO +143 -0
tsecon-0.1.0/README.md +98 -0
tsecon-0.1.0/bindings/python/Cargo.toml +58 -0
tsecon-0.1.0/bindings/python/LICENSE-APACHE +201 -0
tsecon-0.1.0/bindings/python/LICENSE-MIT +21 -0
tsecon-0.1.0/bindings/python/README.md +98 -0
tsecon-0.1.0/bindings/python/src/lib.rs +6123 -0
tsecon-0.1.0/bindings/python/tests/test_backtest.py +65 -0
tsecon-0.1.0/bindings/python/tests/test_check_series.py +644 -0
tsecon-0.1.0/bindings/python/tests/test_coerce.py +131 -0
tsecon-0.1.0/bindings/python/tests/test_coint_regime.py +50 -0
tsecon-0.1.0/bindings/python/tests/test_cv_splits.py +51 -0
tsecon-0.1.0/bindings/python/tests/test_depth.py +75 -0
tsecon-0.1.0/bindings/python/tests/test_dynamic_ns.py +91 -0
tsecon-0.1.0/bindings/python/tests/test_favar.py +113 -0
tsecon-0.1.0/bindings/python/tests/test_frontier.py +207 -0
tsecon-0.1.0/bindings/python/tests/test_gmm.py +54 -0
tsecon-0.1.0/bindings/python/tests/test_gmm_nonlinear.py +82 -0
tsecon-0.1.0/bindings/python/tests/test_ident_tranche1.py +155 -0
tsecon-0.1.0/bindings/python/tests/test_ident_tranche2a.py +135 -0
tsecon-0.1.0/bindings/python/tests/test_ident_tranche2b.py +118 -0
tsecon-0.1.0/bindings/python/tests/test_intervals.py +168 -0
tsecon-0.1.0/bindings/python/tests/test_lp_ml.py +96 -0
tsecon-0.1.0/bindings/python/tests/test_lp_multiplier.py +185 -0
tsecon-0.1.0/bindings/python/tests/test_lp_state.py +83 -0
tsecon-0.1.0/bindings/python/tests/test_mean_group_var.py +139 -0
tsecon-0.1.0/bindings/python/tests/test_midas_mgarch.py +51 -0
tsecon-0.1.0/bindings/python/tests/test_ml_paths.py +57 -0
tsecon-0.1.0/bindings/python/tests/test_new_crates.py +140 -0
tsecon-0.1.0/bindings/python/tests/test_nongaussian_svar.py +108 -0
tsecon-0.1.0/bindings/python/tests/test_panel_fceval.py +55 -0
tsecon-0.1.0/bindings/python/tests/test_pmg_news.py +77 -0
tsecon-0.1.0/bindings/python/tests/test_predreg.py +53 -0
tsecon-0.1.0/bindings/python/tests/test_realized_extras.py +128 -0
tsecon-0.1.0/bindings/python/tests/test_replication_ramey_zubairy.py +62 -0
tsecon-0.1.0/bindings/python/tests/test_replication_yield_curve.py +50 -0
tsecon-0.1.0/bindings/python/tests/test_results_arima.py +278 -0
tsecon-0.1.0/bindings/python/tests/test_results_check.py +320 -0
tsecon-0.1.0/bindings/python/tests/test_results_dsge.py +324 -0
tsecon-0.1.0/bindings/python/tests/test_results_edge_cases.py +576 -0
tsecon-0.1.0/bindings/python/tests/test_results_garch.py +293 -0
tsecon-0.1.0/bindings/python/tests/test_results_generic.py +84 -0
tsecon-0.1.0/bindings/python/tests/test_results_lp.py +283 -0
tsecon-0.1.0/bindings/python/tests/test_results_predreg.py +389 -0
tsecon-0.1.0/bindings/python/tests/test_results_var.py +292 -0
tsecon-0.1.0/bindings/python/tests/test_roadmap_gaps.py +94 -0
tsecon-0.1.0/bindings/python/tests/test_smoke.py +373 -0
tsecon-0.1.0/bindings/python/tests/test_spectest_afns_dsge.py +172 -0
tsecon-0.1.0/bindings/python/tests/test_spectral.py +31 -0
tsecon-0.1.0/bindings/python/tests/test_stub_sync.py +71 -0
tsecon-0.1.0/bindings/python/tests/test_survey_longmemory_bindings.py +179 -0
tsecon-0.1.0/bindings/python/tests/test_termstructure.py +46 -0
tsecon-0.1.0/bindings/python/tests/test_var_irf_bands.py +98 -0
tsecon-0.1.0/bindings/python/tests/test_weighted_midas.py +127 -0
tsecon-0.1.0/crates/tsecon-arima/Cargo.toml +21 -0
tsecon-0.1.0/crates/tsecon-arima/src/diff.rs +46 -0
tsecon-0.1.0/crates/tsecon-arima/src/error.rs +133 -0
tsecon-0.1.0/crates/tsecon-arima/src/estimate.rs +795 -0
tsecon-0.1.0/crates/tsecon-arima/src/lib.rs +53 -0
tsecon-0.1.0/crates/tsecon-arima/src/results.rs +345 -0
tsecon-0.1.0/crates/tsecon-arima/src/spec.rs +175 -0
tsecon-0.1.0/crates/tsecon-arima/src/ssm.rs +103 -0
tsecon-0.1.0/crates/tsecon-arima/tests/common/mod.rs +110 -0
tsecon-0.1.0/crates/tsecon-arima/tests/golden.rs +178 -0
tsecon-0.1.0/crates/tsecon-arima/tests/properties.rs +302 -0
tsecon-0.1.0/crates/tsecon-bayes/Cargo.toml +22 -0
tsecon-0.1.0/crates/tsecon-bayes/src/convergence.rs +404 -0
tsecon-0.1.0/crates/tsecon-bayes/src/dense.rs +277 -0
tsecon-0.1.0/crates/tsecon-bayes/src/error.rs +140 -0
tsecon-0.1.0/crates/tsecon-bayes/src/ffbs.rs +239 -0
tsecon-0.1.0/crates/tsecon-bayes/src/hierarchical.rs +442 -0
tsecon-0.1.0/crates/tsecon-bayes/src/lib.rs +56 -0
tsecon-0.1.0/crates/tsecon-bayes/src/niw.rs +719 -0
tsecon-0.1.0/crates/tsecon-bayes/src/ssvs.rs +1077 -0
tsecon-0.1.0/crates/tsecon-bayes/tests/common/mod.rs +87 -0
tsecon-0.1.0/crates/tsecon-bayes/tests/golden.rs +133 -0
tsecon-0.1.0/crates/tsecon-bayes/tests/hierarchical.rs +390 -0
tsecon-0.1.0/crates/tsecon-bayes/tests/properties.rs +576 -0
tsecon-0.1.0/crates/tsecon-bayes/tests/ssvs.rs +391 -0
tsecon-0.1.0/crates/tsecon-bootstrap/Cargo.toml +16 -0
tsecon-0.1.0/crates/tsecon-bootstrap/src/blocklength.rs +276 -0
tsecon-0.1.0/crates/tsecon-bootstrap/src/error.rs +101 -0
tsecon-0.1.0/crates/tsecon-bootstrap/src/lib.rs +51 -0
tsecon-0.1.0/crates/tsecon-bootstrap/src/replicate.rs +118 -0
tsecon-0.1.0/crates/tsecon-bootstrap/src/schemes.rs +235 -0
tsecon-0.1.0/crates/tsecon-bootstrap/src/wild.rs +127 -0
tsecon-0.1.0/crates/tsecon-bootstrap/tests/properties.rs +323 -0
tsecon-0.1.0/crates/tsecon-bootstrap/tests/reproducibility.rs +117 -0
tsecon-0.1.0/crates/tsecon-breaks/Cargo.toml +16 -0
tsecon-0.1.0/crates/tsecon-breaks/src/bai.rs +304 -0
tsecon-0.1.0/crates/tsecon-breaks/src/cdf.rs +70 -0
tsecon-0.1.0/crates/tsecon-breaks/src/check.rs +50 -0
tsecon-0.1.0/crates/tsecon-breaks/src/dp.rs +79 -0
tsecon-0.1.0/crates/tsecon-breaks/src/error.rs +201 -0
tsecon-0.1.0/crates/tsecon-breaks/src/lib.rs +97 -0
tsecon-0.1.0/crates/tsecon-breaks/src/segments.rs +113 -0
tsecon-0.1.0/crates/tsecon-breaks/src/supf.rs +202 -0
tsecon-0.1.0/crates/tsecon-breaks/src/tables.rs +458 -0
tsecon-0.1.0/crates/tsecon-breaks/tests/golden.rs +306 -0
tsecon-0.1.0/crates/tsecon-breaks/tests/properties.rs +330 -0
tsecon-0.1.0/crates/tsecon-breaks/tests/validation.rs +249 -0
tsecon-0.1.0/crates/tsecon-coint/Cargo.toml +22 -0
tsecon-0.1.0/crates/tsecon-coint/src/critvals.rs +142 -0
tsecon-0.1.0/crates/tsecon-coint/src/engle_granger.rs +140 -0
tsecon-0.1.0/crates/tsecon-coint/src/error.rs +139 -0
tsecon-0.1.0/crates/tsecon-coint/src/johansen.rs +256 -0
tsecon-0.1.0/crates/tsecon-coint/src/lib.rs +48 -0
tsecon-0.1.0/crates/tsecon-coint/src/linalg.rs +178 -0
tsecon-0.1.0/crates/tsecon-coint/src/vecm.rs +298 -0
tsecon-0.1.0/crates/tsecon-coint/tests/common/mod.rs +82 -0
tsecon-0.1.0/crates/tsecon-coint/tests/golden.rs +81 -0
tsecon-0.1.0/crates/tsecon-coint/tests/properties.rs +157 -0
tsecon-0.1.0/crates/tsecon-connect/Cargo.toml +20 -0
tsecon-0.1.0/crates/tsecon-connect/src/error.rs +92 -0
tsecon-0.1.0/crates/tsecon-connect/src/gfevd.rs +148 -0
tsecon-0.1.0/crates/tsecon-connect/src/lib.rs +62 -0
tsecon-0.1.0/crates/tsecon-connect/src/rolling.rs +52 -0
tsecon-0.1.0/crates/tsecon-connect/src/table.rs +218 -0
tsecon-0.1.0/crates/tsecon-connect/tests/common/mod.rs +84 -0
tsecon-0.1.0/crates/tsecon-connect/tests/golden.rs +91 -0
tsecon-0.1.0/crates/tsecon-connect/tests/properties.rs +175 -0
tsecon-0.1.0/crates/tsecon-diag/Cargo.toml +16 -0
tsecon-0.1.0/crates/tsecon-diag/src/acf.rs +233 -0
tsecon-0.1.0/crates/tsecon-diag/src/arch.rs +132 -0
tsecon-0.1.0/crates/tsecon-diag/src/error.rs +137 -0
tsecon-0.1.0/crates/tsecon-diag/src/lib.rs +69 -0
tsecon-0.1.0/crates/tsecon-diag/src/mackinnon.rs +165 -0
tsecon-0.1.0/crates/tsecon-diag/src/mackinnon_ext.rs +634 -0
tsecon-0.1.0/crates/tsecon-diag/src/normality.rs +130 -0
tsecon-0.1.0/crates/tsecon-diag/src/ols.rs +328 -0
tsecon-0.1.0/crates/tsecon-diag/src/phillips.rs +541 -0
tsecon-0.1.0/crates/tsecon-diag/src/portmanteau.rs +150 -0
tsecon-0.1.0/crates/tsecon-diag/src/report.rs +59 -0
tsecon-0.1.0/crates/tsecon-diag/src/unitroot.rs +715 -0
tsecon-0.1.0/crates/tsecon-diag/src/validate.rs +25 -0
tsecon-0.1.0/crates/tsecon-diag/tests/golden.rs +197 -0
tsecon-0.1.0/crates/tsecon-diag/tests/phillips_golden.rs +242 -0
tsecon-0.1.0/crates/tsecon-diag/tests/phillips_properties.rs +179 -0
tsecon-0.1.0/crates/tsecon-diag/tests/properties.rs +325 -0
tsecon-0.1.0/crates/tsecon-diag/tests/unitroot_golden.rs +215 -0
tsecon-0.1.0/crates/tsecon-diag/tests/unitroot_properties.rs +282 -0
tsecon-0.1.0/crates/tsecon-dsge/Cargo.toml +16 -0
tsecon-0.1.0/crates/tsecon-dsge/src/error.rs +182 -0
tsecon-0.1.0/crates/tsecon-dsge/src/lib.rs +131 -0
tsecon-0.1.0/crates/tsecon-dsge/src/model.rs +206 -0
tsecon-0.1.0/crates/tsecon-dsge/src/simulate.rs +137 -0
tsecon-0.1.0/crates/tsecon-dsge/src/solve.rs +385 -0
tsecon-0.1.0/crates/tsecon-dsge/tests/golden.rs +127 -0
tsecon-0.1.0/crates/tsecon-dsge/tests/properties.rs +261 -0
tsecon-0.1.0/crates/tsecon-favar/Cargo.toml +19 -0
tsecon-0.1.0/crates/tsecon-favar/src/criteria.rs +226 -0
tsecon-0.1.0/crates/tsecon-favar/src/error.rs +110 -0
tsecon-0.1.0/crates/tsecon-favar/src/favar.rs +399 -0
tsecon-0.1.0/crates/tsecon-favar/src/lib.rs +48 -0
tsecon-0.1.0/crates/tsecon-favar/src/pca.rs +260 -0
tsecon-0.1.0/crates/tsecon-favar/tests/common/mod.rs +74 -0
tsecon-0.1.0/crates/tsecon-favar/tests/golden.rs +119 -0
tsecon-0.1.0/crates/tsecon-favar/tests/properties.rs +245 -0
tsecon-0.1.0/crates/tsecon-filters/Cargo.toml +14 -0
tsecon-0.1.0/crates/tsecon-filters/src/bandpass.rs +224 -0
tsecon-0.1.0/crates/tsecon-filters/src/decomposition.rs +82 -0
tsecon-0.1.0/crates/tsecon-filters/src/error.rs +89 -0
tsecon-0.1.0/crates/tsecon-filters/src/hamilton.rs +238 -0
tsecon-0.1.0/crates/tsecon-filters/src/hp.rs +254 -0
tsecon-0.1.0/crates/tsecon-filters/src/lib.rs +57 -0
tsecon-0.1.0/crates/tsecon-filters/tests/golden.rs +113 -0
tsecon-0.1.0/crates/tsecon-filters/tests/properties.rs +309 -0
tsecon-0.1.0/crates/tsecon-forecast/Cargo.toml +19 -0
tsecon-0.1.0/crates/tsecon-forecast/src/accuracy.rs +250 -0
tsecon-0.1.0/crates/tsecon-forecast/src/backtest.rs +382 -0
tsecon-0.1.0/crates/tsecon-forecast/src/benchmarks.rs +209 -0
tsecon-0.1.0/crates/tsecon-forecast/src/comparison.rs +437 -0
tsecon-0.1.0/crates/tsecon-forecast/src/cw.rs +143 -0
tsecon-0.1.0/crates/tsecon-forecast/src/dm.rs +193 -0
tsecon-0.1.0/crates/tsecon-forecast/src/error.rs +412 -0
tsecon-0.1.0/crates/tsecon-forecast/src/gw.rs +212 -0
tsecon-0.1.0/crates/tsecon-forecast/src/hac.rs +181 -0
tsecon-0.1.0/crates/tsecon-forecast/src/lib.rs +73 -0
tsecon-0.1.0/crates/tsecon-forecast/src/theta.rs +317 -0
tsecon-0.1.0/crates/tsecon-forecast/src/validate.rs +73 -0
tsecon-0.1.0/crates/tsecon-forecast/tests/backtest.rs +267 -0
tsecon-0.1.0/crates/tsecon-forecast/tests/golden.rs +398 -0
tsecon-0.1.0/crates/tsecon-forecast/tests/predability.rs +158 -0
tsecon-0.1.0/crates/tsecon-forecast/tests/properties.rs +250 -0
tsecon-0.1.0/crates/tsecon-forecast/tests/realgdp/mod.rs +30 -0
tsecon-0.1.0/crates/tsecon-funcshock/Cargo.toml +16 -0
tsecon-0.1.0/crates/tsecon-funcshock/src/error.rs +192 -0
tsecon-0.1.0/crates/tsecon-funcshock/src/flp.rs +168 -0
tsecon-0.1.0/crates/tsecon-funcshock/src/fpca.rs +206 -0
tsecon-0.1.0/crates/tsecon-funcshock/src/fvar.rs +171 -0
tsecon-0.1.0/crates/tsecon-funcshock/src/lib.rs +116 -0
tsecon-0.1.0/crates/tsecon-funcshock/src/scenario.rs +152 -0
tsecon-0.1.0/crates/tsecon-funcshock/tests/golden.rs +229 -0
tsecon-0.1.0/crates/tsecon-funcshock/tests/properties.rs +317 -0
tsecon-0.1.0/crates/tsecon-funcshock/tests/validation.rs +278 -0
tsecon-0.1.0/crates/tsecon-garch/Cargo.toml +16 -0
tsecon-0.1.0/crates/tsecon-garch/src/error.rs +120 -0
tsecon-0.1.0/crates/tsecon-garch/src/inference.rs +274 -0
tsecon-0.1.0/crates/tsecon-garch/src/lib.rs +65 -0
tsecon-0.1.0/crates/tsecon-garch/src/model.rs +443 -0
tsecon-0.1.0/crates/tsecon-garch/src/objective.rs +955 -0
tsecon-0.1.0/crates/tsecon-garch/src/recursion.rs +142 -0
tsecon-0.1.0/crates/tsecon-garch/src/results.rs +209 -0
tsecon-0.1.0/crates/tsecon-garch/src/spec.rs +332 -0
tsecon-0.1.0/crates/tsecon-garch/tests/common/mod.rs +117 -0
tsecon-0.1.0/crates/tsecon-garch/tests/golden.rs +236 -0
tsecon-0.1.0/crates/tsecon-garch/tests/properties.rs +420 -0
tsecon-0.1.0/crates/tsecon-gas/Cargo.toml +23 -0
tsecon-0.1.0/crates/tsecon-gas/src/error.rs +87 -0
tsecon-0.1.0/crates/tsecon-gas/src/kernel.rs +237 -0
tsecon-0.1.0/crates/tsecon-gas/src/lib.rs +85 -0
tsecon-0.1.0/crates/tsecon-gas/src/model.rs +312 -0
tsecon-0.1.0/crates/tsecon-gas/src/results.rs +79 -0
tsecon-0.1.0/crates/tsecon-gas/tests/golden.rs +141 -0
tsecon-0.1.0/crates/tsecon-gas/tests/properties.rs +166 -0
tsecon-0.1.0/crates/tsecon-gmm/Cargo.toml +26 -0
tsecon-0.1.0/crates/tsecon-gmm/src/error.rs +163 -0
tsecon-0.1.0/crates/tsecon-gmm/src/lib.rs +68 -0
tsecon-0.1.0/crates/tsecon-gmm/src/linear.rs +579 -0
tsecon-0.1.0/crates/tsecon-gmm/src/matrix.rs +77 -0
tsecon-0.1.0/crates/tsecon-gmm/src/nonlinear.rs +206 -0
tsecon-0.1.0/crates/tsecon-gmm/tests/golden.rs +107 -0
tsecon-0.1.0/crates/tsecon-gmm/tests/properties.rs +291 -0
tsecon-0.1.0/crates/tsecon-hac/Cargo.toml +14 -0
tsecon-0.1.0/crates/tsecon-hac/src/error.rs +178 -0
tsecon-0.1.0/crates/tsecon-hac/src/ewc.rs +85 -0
tsecon-0.1.0/crates/tsecon-hac/src/kernel.rs +180 -0
tsecon-0.1.0/crates/tsecon-hac/src/lib.rs +69 -0
tsecon-0.1.0/crates/tsecon-hac/src/lrv.rs +287 -0
tsecon-0.1.0/crates/tsecon-hac/src/ols.rs +410 -0
tsecon-0.1.0/crates/tsecon-hac/src/validate.rs +33 -0
tsecon-0.1.0/crates/tsecon-hac/tests/golden.rs +153 -0
tsecon-0.1.0/crates/tsecon-hac/tests/properties.rs +459 -0
tsecon-0.1.0/crates/tsecon-ident/Cargo.toml +20 -0
tsecon-0.1.0/crates/tsecon-ident/src/error.rs +129 -0
tsecon-0.1.0/crates/tsecon-ident/src/fry_pagan.rs +424 -0
tsecon-0.1.0/crates/tsecon-ident/src/haar.rs +171 -0
tsecon-0.1.0/crates/tsecon-ident/src/hetero.rs +502 -0
tsecon-0.1.0/crates/tsecon-ident/src/histdecomp.rs +551 -0
tsecon-0.1.0/crates/tsecon-ident/src/lib.rs +112 -0
tsecon-0.1.0/crates/tsecon-ident/src/long_run.rs +347 -0
tsecon-0.1.0/crates/tsecon-ident/src/max_share.rs +383 -0
tsecon-0.1.0/crates/tsecon-ident/src/narrative.rs +1248 -0
tsecon-0.1.0/crates/tsecon-ident/src/nongaussian.rs +553 -0
tsecon-0.1.0/crates/tsecon-ident/src/proxy.rs +541 -0
tsecon-0.1.0/crates/tsecon-ident/src/robust_bounds.rs +1179 -0
tsecon-0.1.0/crates/tsecon-ident/src/sampler.rs +356 -0
tsecon-0.1.0/crates/tsecon-ident/src/shocks.rs +261 -0
tsecon-0.1.0/crates/tsecon-ident/src/sign.rs +252 -0
tsecon-0.1.0/crates/tsecon-ident/src/structural_fevd.rs +281 -0
tsecon-0.1.0/crates/tsecon-ident/src/summary.rs +569 -0
tsecon-0.1.0/crates/tsecon-ident/src/zero.rs +593 -0
tsecon-0.1.0/crates/tsecon-ident/src/zero_sampler.rs +692 -0
tsecon-0.1.0/crates/tsecon-ident/tests/dgp_validation.rs +265 -0
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