Merge pull request #23 from fipelle/dev

Multivariate initialisation
fipelle · Dec 4, 2023 · c4f24b6 · c4f24b6
2 parents 64ca8e0 + 76f792b
commit c4f24b6
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Showing 3 changed files with 347 additions and 262 deletions.
diff --git a/Project.toml b/Project.toml
@@ -1,6 +1,6 @@
 name = "MessyTimeSeriesOptim"
 uuid = "7115d47b-e118-4204-bc33-dbd7ed133e66"
-version = "0.2.1"
+version = "0.2.2"
 
 [deps]
 Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"

diff --git a/src/MessyTimeSeriesOptim.jl b/src/MessyTimeSeriesOptim.jl
@@ -6,7 +6,7 @@ module MessyTimeSeriesOptim
 	using Dates, Distributed, Logging, LoopVectorization;
 	using Distributions, LinearAlgebra, SparseArrays, StableRNGs, Statistics;
 	using MessyTimeSeries, Optimization, OptimizationNLopt;
-
+		
 	# Aliases for MessyTimeSeries
 	find_observed_data = MessyTimeSeries.find_observed_data;
 	update_smoothing_factors! = MessyTimeSeries.update_smoothing_factors!;
@@ -25,7 +25,7 @@ module MessyTimeSeriesOptim
 	# Export
 	export EstimSettings, DFMSettings, VARSettings, VMASettings, ValidationSettings, HyperGrid;
 	export build_Γ;
-	export initial_univariate_decomposition_kitagawa, initial_univariate_decomposition_llt;
+	export initial_detrending;
 	export ecm;
 	export select_hyperparameters, fc_err, jackknife_err;
 end