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Commits on Jan 9, 2025

• Update README.md

  jkirkby3

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Commits on Apr 14, 2023

• Update dependencies

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

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• Add data loader inside of library

  jkirkby3

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• Update setup

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Commits on Apr 13, 2023

• Update gitignore

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Commits on Apr 3, 2023

• Update README.md

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Commits on Mar 29, 2023

• Update setup.cfg

  jkirkby3

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• Create setup.cfg

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Commits on Mar 10, 2023

• Allow simulator to take a custom stepper

  jkirkby3

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• Rename AitSahalia class to AitSahaliaDensity

  jkirkby3

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• Move Model and TransitionDensity classes into core dir

  jkirkby3

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• Update README.md

  jkirkby3

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Commits on Jan 16, 2023

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

  jkirkby3

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• Adds the Minimizer to AnalyticalMLE interface

  jkirkby3

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Commits on Jan 3, 2023

• Delete LISCENCE.txt

  jkirkby3

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• Create LICENSE

  jkirkby3

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Commits on Jan 1, 2023

• Minor update

  jkirkby3

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• Add unit tests for analytical mle

  jkirkby3

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

  jkirkby3

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Commits on Dec 31, 2022

• Add unit test for CEV model

  jkirkby3

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Commits on Dec 22, 2022

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

  jkirkby3

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Commits on Dec 21, 2022

• update doc in example script

  jkirkby3

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• Fix numerical instability of Elerian density

  jkirkby3

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• Fix setup.py, issue #2

  jkirkby3

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Commits on Dec 11, 2022

• Minor cleanup

  jkirkby3

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

  jkirkby3

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• Add CTMC mle estimator

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Commits on Nov 29, 2022

• Add more density expansion methods to the CIR mle example

  jkirkby3

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• Update interest rate example, add one for CIR process

  jkirkby3

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• Delete experiment code for AitSahalia_density1

  jkirkby3

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• Update Readme to include models supported

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• Update git ignore to exclude .idea files

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• Add yet more models

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• Add more models

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