Commit Graph

3 Commits (ca3b241317778faf06975cf7b02fc6a85717fc76)

Author SHA1 Message Date
Stéphane Adjemia (Scylla) 23e37e45c4
Cosmetic change.
create a namespace for each {VAR/PAC} expectation model.
2018-12-19 11:43:26 +01:00
Stéphane Adjemia (Scylla) 351da3b865
Do not update a dseries object, but instantiate a new object. 2018-12-19 10:53:09 +01:00
Stéphane Adjemia (Scylla) cb4384bb27
Create on the fly a routine for evaluating the (VAR/PAC) expectations.
The routine takes a dseries object as unique argument and return an updated
object with the expectation term.

If the mod file is named `example.mod` and if the (VAR/PAC) expectation model is
named `toto`, then after

var_expectation.print('toto');

the expectation term can be evaluated:

ts = example.var_expectations.evaluate_varexp(ts);

where ts is a dseries object containing all the time series appearign in the
auxiliary (var or trend_component).
2018-12-03 15:07:43 +01:00