Github Actions doc build after commit 9afe9ca

bashtage · Oct 12, 2023 · 667d57f · 667d57f
1 parent 748e943
commit 667d57f
Show file tree

Hide file tree

Showing 924 changed files with 6,409 additions and 6,402 deletions.
diff --git a/devel/_images/univariate_univariate_using_fixed_variance_11_0.png b/devel/_images/univariate_univariate_using_fixed_variance_11_0.png
diff --git a/devel/_modules/arch/bootstrap/base.html b/devel/_modules/arch/bootstrap/base.html
@@ -15,7 +15,7 @@
 
 
 
-        <title>arch.bootstrap.base - arch v6.2.1 (+6)</title>
+        <title>arch.bootstrap.base - arch v6.2.1 (+16)</title>
 
 
 
@@ -87,7 +87,7 @@
 
 <header class="md-header" data-md-component="header">
   <nav class="md-header__inner md-grid" aria-label="Header">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
     <label class="md-header__button md-icon" for="__drawer">
@@ -97,7 +97,7 @@
       <div class="md-header__ellipsis">
         <div class="md-header__topic">
           <span class="md-ellipsis">
-            arch v6.2.1 (+6)
+            arch v6.2.1 (+16)
           </span>
         </div>
         <div class="md-header__topic" data-md-component="header-topic">
@@ -184,10 +184,10 @@
 
 <nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
   <label class="md-nav__title" for="__drawer">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
-    arch v6.2.1 (+6)
+    arch v6.2.1 (+16)
   </label>
 
     <div class="md-nav__source">

diff --git a/devel/_modules/arch/bootstrap/multiple_comparison.html b/devel/_modules/arch/bootstrap/multiple_comparison.html
@@ -15,7 +15,7 @@
 
 
 
-        <title>arch.bootstrap.multiple_comparison - arch v6.2.1 (+6)</title>
+        <title>arch.bootstrap.multiple_comparison - arch v6.2.1 (+16)</title>
 
 
 
@@ -87,7 +87,7 @@
 
 <header class="md-header" data-md-component="header">
   <nav class="md-header__inner md-grid" aria-label="Header">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
     <label class="md-header__button md-icon" for="__drawer">
@@ -97,7 +97,7 @@
       <div class="md-header__ellipsis">
         <div class="md-header__topic">
           <span class="md-ellipsis">
-            arch v6.2.1 (+6)
+            arch v6.2.1 (+16)
           </span>
         </div>
         <div class="md-header__topic" data-md-component="header-topic">
@@ -184,10 +184,10 @@
 
 <nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
   <label class="md-nav__title" for="__drawer">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
-    arch v6.2.1 (+6)
+    arch v6.2.1 (+16)
   </label>
 
     <div class="md-nav__source">

diff --git a/devel/_modules/arch/covariance/kernel.html b/devel/_modules/arch/covariance/kernel.html
@@ -15,7 +15,7 @@
 
 
 
-        <title>arch.covariance.kernel - arch v6.2.1 (+6)</title>
+        <title>arch.covariance.kernel - arch v6.2.1 (+16)</title>
 
 
 
@@ -87,7 +87,7 @@
 
 <header class="md-header" data-md-component="header">
   <nav class="md-header__inner md-grid" aria-label="Header">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
     <label class="md-header__button md-icon" for="__drawer">
@@ -97,7 +97,7 @@
       <div class="md-header__ellipsis">
         <div class="md-header__topic">
           <span class="md-ellipsis">
-            arch v6.2.1 (+6)
+            arch v6.2.1 (+16)
           </span>
         </div>
         <div class="md-header__topic" data-md-component="header-topic">
@@ -184,10 +184,10 @@
 
 <nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
   <label class="md-nav__title" for="__drawer">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
-    arch v6.2.1 (+6)
+    arch v6.2.1 (+16)
   </label>
 
     <div class="md-nav__source">
@@ -366,6 +366,8 @@
 <h1>Source code for arch.covariance.kernel</h1><div class="highlight"><pre>
 <span></span><code><span class="kn">from</span> <span class="nn">__future__</span> <span class="kn">import</span> <span class="n">annotations</span>
 
+<span class="kn">from</span> <span class="nn">arch.compat.numba</span> <span class="kn">import</span> <span class="n">jit</span>
+
 <span class="kn">from</span> <span class="nn">abc</span> <span class="kn">import</span> <span class="n">ABC</span><span class="p">,</span> <span class="n">abstractmethod</span>
 <span class="kn">from</span> <span class="nn">functools</span> <span class="kn">import</span> <span class="n">cached_property</span>
 <span class="kn">from</span> <span class="nn">typing</span> <span class="kn">import</span> <span class="n">SupportsInt</span><span class="p">,</span> <span class="n">cast</span>
@@ -505,6 +507,14 @@ <h1>Source code for arch.covariance.kernel</h1><div class="highlight"><pre>
 
 
 
+<span class="nd">@jit</span><span class="p">(</span><span class="n">nopython</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
+<span class="k">def</span> <span class="nf">_cov_jit</span><span class="p">(</span><span class="n">df</span><span class="p">,</span> <span class="n">k</span><span class="p">,</span> <span class="n">num_weights</span><span class="p">,</span> <span class="n">w</span><span class="p">,</span> <span class="n">x</span><span class="p">):</span>
+    <span class="n">oss</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="n">k</span><span class="p">,</span> <span class="n">k</span><span class="p">))</span>
+    <span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="n">num_weights</span><span class="p">):</span>
+        <span class="n">oss</span> <span class="o">+=</span> <span class="n">w</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">*</span> <span class="p">(</span><span class="n">x</span><span class="p">[</span><span class="n">i</span><span class="p">:]</span><span class="o">.</span><span class="n">T</span> <span class="o">@</span> <span class="n">x</span><span class="p">[:</span><span class="o">-</span><span class="n">i</span><span class="p">])</span> <span class="o">/</span> <span class="n">df</span>
+    <span class="k">return</span> <span class="n">oss</span>
+
+
 <span class="k">class</span> <span class="nc">CovarianceEstimator</span><span class="p">(</span><span class="n">ABC</span><span class="p">):</span>
 <span class="w">    </span><span class="sa">r</span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    %(kernel_name)s kernel covariance estimation.</span>
@@ -761,15 +771,14 @@ <h1>Source code for arch.covariance.kernel</h1><div class="highlight"><pre>
 <span class="sd">        --------</span>
 <span class="sd">        CovarianceEstimate</span>
 <span class="sd">        &quot;&quot;&quot;</span>
-        <span class="n">x</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">asarray</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_x</span><span class="p">)</span>
+        <span class="n">x</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">ascontiguousarray</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_x</span><span class="p">)</span>
         <span class="n">k</span> <span class="o">=</span> <span class="n">x</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">1</span><span class="p">]</span>
         <span class="n">df</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_df</span>
         <span class="n">sr</span> <span class="o">=</span> <span class="n">x</span><span class="o">.</span><span class="n">T</span> <span class="o">@</span> <span class="n">x</span> <span class="o">/</span> <span class="n">df</span>
         <span class="n">w</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">kernel_weights</span>
         <span class="n">num_weights</span> <span class="o">=</span> <span class="n">w</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
-        <span class="n">oss</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="n">k</span><span class="p">,</span> <span class="n">k</span><span class="p">))</span>
-        <span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="n">num_weights</span><span class="p">):</span>
-            <span class="n">oss</span> <span class="o">+=</span> <span class="n">w</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">*</span> <span class="p">(</span><span class="n">x</span><span class="p">[</span><span class="n">i</span><span class="p">:]</span><span class="o">.</span><span class="n">T</span> <span class="o">@</span> <span class="n">x</span><span class="p">[:</span><span class="o">-</span><span class="n">i</span><span class="p">])</span> <span class="o">/</span> <span class="n">df</span>
+
+        <span class="n">oss</span> <span class="o">=</span> <span class="n">_cov_jit</span><span class="p">(</span><span class="n">df</span><span class="p">,</span> <span class="n">k</span><span class="p">,</span> <span class="n">num_weights</span><span class="p">,</span> <span class="n">w</span><span class="p">,</span> <span class="n">x</span><span class="p">)</span>
 
         <span class="n">labels</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_x_orig</span><span class="o">.</span><span class="n">columns</span> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_x_orig</span><span class="p">,</span> <span class="n">DataFrame</span><span class="p">)</span> <span class="k">else</span> <span class="kc">None</span>
         <span class="k">return</span> <span class="n">CovarianceEstimate</span><span class="p">(</span><span class="n">sr</span><span class="p">,</span> <span class="n">oss</span><span class="p">,</span> <span class="n">labels</span><span class="p">)</span>

diff --git a/devel/_modules/arch/unitroot/_engle_granger.html b/devel/_modules/arch/unitroot/_engle_granger.html
@@ -15,7 +15,7 @@
 
 
 
-        <title>arch.unitroot._engle_granger - arch v6.2.1 (+6)</title>
+        <title>arch.unitroot._engle_granger - arch v6.2.1 (+16)</title>
 
 
 
@@ -87,7 +87,7 @@
 
 <header class="md-header" data-md-component="header">
   <nav class="md-header__inner md-grid" aria-label="Header">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
     <label class="md-header__button md-icon" for="__drawer">
@@ -97,7 +97,7 @@
       <div class="md-header__ellipsis">
         <div class="md-header__topic">
           <span class="md-ellipsis">
-            arch v6.2.1 (+6)
+            arch v6.2.1 (+16)
           </span>
         </div>
         <div class="md-header__topic" data-md-component="header-topic">
@@ -184,10 +184,10 @@
 
 <nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
   <label class="md-nav__title" for="__drawer">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
-    arch v6.2.1 (+6)
+    arch v6.2.1 (+16)
   </label>
 
     <div class="md-nav__source">

diff --git a/devel/_modules/arch/unitroot/_phillips_ouliaris.html b/devel/_modules/arch/unitroot/_phillips_ouliaris.html
@@ -15,7 +15,7 @@
 
 
 
-        <title>arch.unitroot._phillips_ouliaris - arch v6.2.1 (+6)</title>
+        <title>arch.unitroot._phillips_ouliaris - arch v6.2.1 (+16)</title>
 
 
 
@@ -87,7 +87,7 @@
 
 <header class="md-header" data-md-component="header">
   <nav class="md-header__inner md-grid" aria-label="Header">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
     <label class="md-header__button md-icon" for="__drawer">
@@ -97,7 +97,7 @@
       <div class="md-header__ellipsis">
         <div class="md-header__topic">
           <span class="md-ellipsis">
-            arch v6.2.1 (+6)
+            arch v6.2.1 (+16)
           </span>
         </div>
         <div class="md-header__topic" data-md-component="header-topic">
@@ -184,10 +184,10 @@
 
 <nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
   <label class="md-nav__title" for="__drawer">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
-    arch v6.2.1 (+6)
+    arch v6.2.1 (+16)
   </label>
 
     <div class="md-nav__source">

diff --git a/devel/_modules/arch/unitroot/_shared.html b/devel/_modules/arch/unitroot/_shared.html
@@ -15,7 +15,7 @@
 
 
 
-        <title>arch.unitroot._shared - arch v6.2.1 (+6)</title>
+        <title>arch.unitroot._shared - arch v6.2.1 (+16)</title>
 
 
 
@@ -87,7 +87,7 @@
 
 <header class="md-header" data-md-component="header">
   <nav class="md-header__inner md-grid" aria-label="Header">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
     <label class="md-header__button md-icon" for="__drawer">
@@ -97,7 +97,7 @@
       <div class="md-header__ellipsis">
         <div class="md-header__topic">
           <span class="md-ellipsis">
-            arch v6.2.1 (+6)
+            arch v6.2.1 (+16)
           </span>
         </div>
         <div class="md-header__topic" data-md-component="header-topic">
@@ -184,10 +184,10 @@
 
 <nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
   <label class="md-nav__title" for="__drawer">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
-    arch v6.2.1 (+6)
+    arch v6.2.1 (+16)
   </label>
 
     <div class="md-nav__source">

diff --git a/devel/_modules/arch/unitroot/cointegration.html b/devel/_modules/arch/unitroot/cointegration.html
@@ -15,7 +15,7 @@
 
 
 
-        <title>arch.unitroot.cointegration - arch v6.2.1 (+6)</title>
+        <title>arch.unitroot.cointegration - arch v6.2.1 (+16)</title>
 
 
 
@@ -87,7 +87,7 @@
 
 <header class="md-header" data-md-component="header">
   <nav class="md-header__inner md-grid" aria-label="Header">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
     <label class="md-header__button md-icon" for="__drawer">
@@ -97,7 +97,7 @@
       <div class="md-header__ellipsis">
         <div class="md-header__topic">
           <span class="md-ellipsis">
-            arch v6.2.1 (+6)
+            arch v6.2.1 (+16)
           </span>
         </div>
         <div class="md-header__topic" data-md-component="header-topic">
@@ -184,10 +184,10 @@
 
 <nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
   <label class="md-nav__title" for="__drawer">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
-    arch v6.2.1 (+6)
+    arch v6.2.1 (+16)
   </label>
 
     <div class="md-nav__source">

diff --git a/devel/_modules/arch/unitroot/unitroot.html b/devel/_modules/arch/unitroot/unitroot.html
@@ -15,7 +15,7 @@
 
 
 
-        <title>arch.unitroot.unitroot - arch v6.2.1 (+6)</title>
+        <title>arch.unitroot.unitroot - arch v6.2.1 (+16)</title>
 
 
 
@@ -87,7 +87,7 @@
 
 <header class="md-header" data-md-component="header">
   <nav class="md-header__inner md-grid" aria-label="Header">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-header__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
     <label class="md-header__button md-icon" for="__drawer">
@@ -97,7 +97,7 @@
       <div class="md-header__ellipsis">
         <div class="md-header__topic">
           <span class="md-ellipsis">
-            arch v6.2.1 (+6)
+            arch v6.2.1 (+16)
           </span>
         </div>
         <div class="md-header__topic" data-md-component="header-topic">
@@ -184,10 +184,10 @@
 
 <nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
   <label class="md-nav__title" for="__drawer">
-    <a href="../../../index.html" title="arch v6.2.1 (+6)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+6)" data-md-component="logo">
+    <a href="../../../index.html" title="arch v6.2.1 (+16)" class="md-nav__button md-logo" aria-label="arch v6.2.1 (+16)" data-md-component="logo">
       <img src="../../../_static/bw-logo.svg" alt="logo">
     </a>
-    arch v6.2.1 (+6)
+    arch v6.2.1 (+16)
   </label>
 
     <div class="md-nav__source">