3
99%
master: 99%

Ran 20 Mar 2024 08:40AM UTC

Files 32

Run time 0s

Badge

Embed ▾

Committed 20 Mar 2024 08:32AM UTC coverage: 99.207% (-0.02%) from 99.222%

Job # 8355968266.3

Build Type

push

github

Committed by

enzbus

Commit Message

Merge branch 'regression_forecaster'

We're merging this because we want to release the 1.3.0 version, and there are
pieces in the branch that are useful and should be included in master. However
the work on it is not finished. We currently only have a (fully functional!)
variant class of HistoricalMeanReturn that performs linear regression with
arbitrary (user-provided) regressors, which are correctly aligned using pandas
indexing methods (as sparingly as possible, they are expensive), with correct
separation of "compute from scratch" and "update with one observation" for all
components of the regression (X^T X, X^T Y, index alignment, ...). This will,
however, be incorporated in the main forecaster classes, and most importantly
extended to the covariance forecaster using efficient Numpy vectorization.
It will take some time, however.

Coverage Stats

5378 of 5421 relevant lines covered (99.21%)

0.99 hits per line

cvxgrp / cvxportfolio / 8355968266 / 3
99%
master: 99%

README BADGES
x

Markdown

Textile

RDoc

HTML

Rst

Source Files on job 8355968266.3

cvxgrp / cvxportfolio / 8355968266 / 3 99% master: 99%

README BADGES x

Markdown

Textile

RDoc

HTML

Rst

Source Files on job 8355968266.3

cvxgrp / cvxportfolio / 8355968266 / 3
99%
master: 99%

README BADGES
x