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Fix fitted_mean docstring #137

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merged 2 commits into from
Apr 23, 2021
Merged

Fix fitted_mean docstring #137

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2ac7344
Fix fitted_mean docstring
raphaelsaavedra Apr 22, 2021
5b2f7f3
Update Project.toml
raphaelsaavedra Apr 22, 2021
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2 changes: 1 addition & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "ScoreDrivenModels"
uuid = "4a87933e-d659-11e9-0e65-7f40dedd4a3a"
authors = ["guilhermebodin <[email protected]>, raphaelsaavedra <[email protected]>"]
version = "0.1.9"
version = "0.1.10"

[deps]
Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
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8 changes: 5 additions & 3 deletions src/univariate_score_driven_recursion.jl
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Expand Up @@ -127,9 +127,11 @@ function update_param_tilde!(param_tilde::Matrix{T}, ω::Vector{T}, A::Dict{Int,
end

"""
fitted_mean(gas::Model{D, T}, observations::Vector{T}, initial_params::Vector{T}) where {D, T}
fitted_mean(gas::Model{D, T}, observations::Vector{T};
initial_params::Matrix{T}=stationary_initial_params(gas)) where {D, T}

return the fitted mean.. #TODO
Returns the fitted mean of the in-sample series, i.e., the mean of the predictive
distribution at each time step using the fitted parameters in `gas`.
"""
function fitted_mean(gas::Model{D, T}, observations::Vector{T};
initial_params::Matrix{T} = stationary_initial_params(gas)) where {D, T}
Expand All @@ -147,4 +149,4 @@ function fitted_mean(gas::Model{D, T}, observations::Vector{T};
end

return fitted_mean
end
end