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Commits on Apr 14, 2023

• Update dependencies

  jkirkby3

  committed
  412f74f

• Merge branch 'master' of github.com:jkirkby3/pymle

  jkirkby3

  committed
  2e515b7

• Add data loader inside of library

  jkirkby3

  committed
  c88acc7

• Update setup

  jkirkby3

  committed
  6db7028

Commits on Apr 13, 2023

• Update gitignore

  jkirkby3

  committed
  8f7e0a9

Commits on Apr 3, 2023

• Update README.md

  jkirkby3

  authored
  5827948

Commits on Mar 29, 2023

• Update setup.cfg

  jkirkby3

  authored
  7eab09c

• Create setup.cfg

  jkirkby3

  authored
  ce6aad6

Commits on Mar 10, 2023

• Allow simulator to take a custom stepper

  jkirkby3

  committed
  0295a9a

• Rename AitSahalia class to AitSahaliaDensity

  jkirkby3

  committed
  b690581

• Move Model and TransitionDensity classes into core dir

  jkirkby3

  committed
  d0da3ef

• Update README.md

  jkirkby3

  authored
  3c68616

Commits on Jan 16, 2023

• Merge branch 'master' of github.com:jkirkby3/pymle

  jkirkby3

  committed
  4e1843b

• Adds the Minimizer to AnalyticalMLE interface

  jkirkby3

  committed
  dd9340f

Commits on Jan 3, 2023

• Delete LISCENCE.txt

  jkirkby3

  authored
  24ef85c

• Create LICENSE

  jkirkby3

  authored
  c3e60cf

Commits on Jan 1, 2023

• Minor update

  jkirkby3

  committed
  ab56f90

• Add unit tests for analytical mle

  jkirkby3

  committed
  be5847a

• Fix related to issue #3, fixes issue with nonhomogeneous coefficients

  jkirkby3

  committed
  f3d3da2

Commits on Dec 31, 2022

• Add unit test for CEV model

  jkirkby3

  committed
  af5402f

Commits on Dec 22, 2022

• Refactor to help address Issue #1, also improves performance

  jkirkby3

  committed
  6fe762d

Commits on Dec 21, 2022

• update doc in example script

  jkirkby3

  committed
  deb6490

• Fix numerical instability of Elerian density

  jkirkby3

  committed
  c216041

• Fix setup.py, issue #2

  jkirkby3

  committed
  b88b3aa

Commits on Dec 11, 2022

• Minor cleanup

  jkirkby3

  committed
  0224c87

• Add Minimizer base class with ScipyMinimizer, hook up to likelihood function

  jkirkby3

  committed
  107892c

• Add CTMC mle estimator

  jkirkby3

  committed
  bd28f24

Commits on Nov 29, 2022

• Add more density expansion methods to the CIR mle example

  jkirkby3

  committed
  6344c2e

• Update interest rate example, add one for CIR process

  jkirkby3

  committed
  9be5d87

• Delete experiment code for AitSahalia_density1

  jkirkby3

  committed
  ef3792f

• Update Readme to include models supported

  jkirkby3

  committed
  7b8e694

• Update git ignore to exclude .idea files

  jkirkby3

  committed
  9c0843c

• Add yet more models

  jkirkby3

  committed
  483e671

• Add more models

  jkirkby3

  committed
  634c9cc

• Add new models

  jkirkby3

  committed
  f869c82

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